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.
Publié le : 2004-04-14
Classification:
Moderate deviation probabilities,
dominating points for open convex sets,
Gaussian measures,
Berry–Esseen estimates for U-statistics,
nonlogarithmic behavior,
60B11,
60B12,
60F05,
60F10
@article{1084884852,
author = {Einmahl, Uwe and Kuelbs, James},
title = {Moderate deviation probabilities for open convex sets: nonlogarithmic behavior},
journal = {Ann. Probab.},
volume = {32},
number = {1A},
year = {2004},
pages = { 1316-1355},
language = {en},
url = {http://dml.mathdoc.fr/item/1084884852}
}
Einmahl, Uwe; Kuelbs, James. Moderate deviation probabilities for open convex sets: nonlogarithmic behavior. Ann. Probab., Tome 32 (2004) no. 1A, pp. 1316-1355. http://gdmltest.u-ga.fr/item/1084884852/