Precise Laplace-type asymptotics for moderate deviations of the distributions of sums of independent Banach-valued random elements

被引:5
|
作者
Fatalov, VR [1 ]
机构
[1] MGU, Lab Probabil Theory, Dept Math & Mech, Moscow 119899, Russia
关键词
sums of independent random elements; Laplace method in Banach spaces; action functional; Cramer transform; probabilities of moderate deviations of statistics of the form w(n)(p);
D O I
10.1137/S0040585X97980725
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Formulas are deduced allowing one to find precise asymptotics of moderate deviations for the distributions of sums of independent identically distributed Banach-valued random elements. This result is proved by the Laplace method in Banach spaces. This method is an extension of the classical asymptotic Laplace method to the case of integrals with respect to probability measures in infinite-dimensional Banach spaces. By means of the theorem established in the present paper we find asymptotic representations for the probabilities of moderate deviations of statistics of the form omega(p)/(n)), p greater than or equal to 2.
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页码:642 / 663
页数:22
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