Moderate deviation probabilities for open convex sets: Nonlogarithmic behavior

• 成果类型: Article
• 署名作者: Einmahl, U; Kuelbs, J
• 署名单位: Universite Libre de Bruxelles; University of Wisconsin System; University of Wisconsin Madison
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/009117904000000216
• 发表日期: 2004
• 页码: 1316-1355
• 关键词: valued random-variables; dominating points; random vectors; sums; statistics

摘要

Precise asymptotics for moderate deviation probabilities are established for open convex sets in both the finite- and infinite-dimensional settings. Our results are based on the existence of dominating points for these sets, a related representation formula, and asymptotics for the integral term in this formula.