Large deviation probabilities and dominating points for open convex sets: Nonlogarithmic behavior

• 成果类型: Article
• 署名作者: Kuelbs, J
• 署名单位: University of Wisconsin System; University of Wisconsin Madison
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/aop/1019160334
• 发表日期: 2000
• 页码: 1259-1279
• 关键词: random vectors

摘要

The existence of a dominating point for an open convex set and a corresponding representation formula for large deviation probabilities are established in the infinite-dimensional setting under conditions which are both necessary and sufficient and follow from those used previously in R-d. A precise nonlogarithmic estimate of large deviation probabilities applicable to Gaussian measures is also included.