Sur les déviations modérées des sommes de variables aléatoires vectorielles indépendantes de même loi

Michel Ledoux

Annales de l'I.H.P. Probabilités et statistiques (1992)

  • Volume: 28, Issue: 2, page 267-280
  • ISSN: 0246-0203

How to cite

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Ledoux, Michel. "Sur les déviations modérées des sommes de variables aléatoires vectorielles indépendantes de même loi." Annales de l'I.H.P. Probabilités et statistiques 28.2 (1992): 267-280. <http://eudml.org/doc/77432>.

@article{Ledoux1992,
author = {Ledoux, Michel},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {reproducing kernel Hilbert space; covariance structure of the distribution},
language = {fre},
number = {2},
pages = {267-280},
publisher = {Gauthier-Villars},
title = {Sur les déviations modérées des sommes de variables aléatoires vectorielles indépendantes de même loi},
url = {http://eudml.org/doc/77432},
volume = {28},
year = {1992},
}

TY - JOUR
AU - Ledoux, Michel
TI - Sur les déviations modérées des sommes de variables aléatoires vectorielles indépendantes de même loi
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1992
PB - Gauthier-Villars
VL - 28
IS - 2
SP - 267
EP - 280
LA - fre
KW - reproducing kernel Hilbert space; covariance structure of the distribution
UR - http://eudml.org/doc/77432
ER -

References

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  2. [A-K] A. De Acosta, J. Kuelbs, Some Results on the Cluster set C({Sn/an}) and the LIL, Ann. Probab., vol. 11, 1983, pp. 102-122. Zbl0507.60002MR682803
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  5. [B-M1] A.A. Borovkov, A.A. Mogulskii, Probabilities of Large Deviations in Topological Vector Spaces I, Siberian Math. J., vol. 19, 1978, pp. 697-709. Zbl0413.60021MR508496
  6. [B-M2] A.A. Borovkov, A.A. Mogulskii, Probabilities of Large Deviations in Topological Vector Spaces II, Siberian Math. J., vol. 21, 1980, pp. 12-26. Zbl0446.60016MR592213
  7. [CX1] Chen Xia, Probabilities of Moderate Deviations for Independent Random Vectors in a Banach Space, Chinese J. Appl. Prob. Statist., vol. 7, 1991, pp. 24-32. Zbl0952.60500MR1204537
  8. [CX2] Chen Xia, On the Lower Bound of the Moderate Deviations of i. i. d. Random Variables in a Banach Space, 1990, Chinese J. Appl. Prob. Statist. (to appear). 
  9. [D-S] J.D. Deuschel and D. Stroock, Large Deviations, Academic Press, 1989. Zbl0705.60029MR997938
  10. [F-W] M.I. Freidlin and A.D. Wentzell, Random Perturbations of Dynamical Systems, Springer-Verlag, 1984. Zbl0522.60055MR722136
  11. [G-K-Z] V. Goodman, J. Kuelbs, J. Zinn, Some Results on the LIL in Banach Space with Applications to Weighted Empirical Processes, Ann. Probab., vol. 9, 1981, pp. 713-752. Zbl0472.60004MR628870
  12. [L-T1] M. Ledoux and M. Talagrand, Characterization of the Law of the Iterated Logarithm in Banach Spaces, Ann. Probab., vol. 16, 1988, pp. 1242-1264. Zbl0662.60008MR942766
  13. [L-T2] M. Ledoux and M. Talagrand, Probability in Banach Spaces (Isoperimetry and Processes), Springer-Verlag, 1991. Zbl0748.60004MR1102015
  14. [P] V.V. Petrov, Sums of Independent Random Variables, Springer-Verlag, 1975. Zbl0322.60042MR388499
  15. [T1] M. Talagrand, Isoperimetry and the Integrability of the Sum of Independent Banach Space Valued Random Variables, Ann. Probab., vol. 17, 1989, pp. 1546- 1570. Zbl0692.60016MR1048946
  16. [T2] M. Talagrand, A New Isoperimetric Inequality for Product Measure and the Tails of Sums of Independent Random Variables, Geometric Funct. Analysis, vol. 1, 1991, pp. 211-223. Zbl0760.60005MR1097260
  17. [V] S.R.S. Varadhan, Large Deviations and Applications, S.I.A.M., Philadelphia, 1984. Zbl0549.60023MR758258

Citations in EuDML Documents

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  1. Peter Eichelsbacher, Matthias Löwe, Moderate deviations for I.I.D. random variables
  2. Randal Douc, Arnaud Guillin, Eric Moulines, Bounds on regeneration times and limit theorems for subgeometric Markov chains
  3. Peter Eichelsbacher, Matthias Löwe, Moderate Deviations for I.I.D. Random Variables
  4. Franck Barthe, Neil O'Connell, Matchings and the variance of Lipschitz functions
  5. S. Valère Bitseki Penda, Hacène Djellout, Frédéric Proïa, Moderate deviations for the Durbin–Watson statistic related to the first-order autoregressive process

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