On the Probability of Large Deviations in Banach Spaces
Bolthausen, E.
Ann. Probab., Tome 12 (1984) no. 4, p. 427-435 / Harvested from Project Euclid
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Probabilities of large deviations for sums of i.i.d. Banach space valued random variables are investigated when the laws of the random variables converge weakly and a uniform exponential integrability condition is satisfied. Furthermore, a discussion of possible improvements of the estimates is given, when the probability is estimated that the sum lies in a convex set.
Publié le : 1984-05-14
Classification:  Banach space valued random variables,  large deviations,  60B12,  60F10 
@article{1176993298,
     author = {Bolthausen, E.},
     title = {On the Probability of Large Deviations in Banach Spaces},
     journal = {Ann. Probab.},
     volume = {12},
     number = {4},
     year = {1984},
     pages = { 427-435},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176993298}
}

Bolthausen, E. On the Probability of Large Deviations in Banach Spaces. Ann. Probab., Tome 12 (1984) no. 4, pp.  427-435. http://gdmltest.u-ga.fr/item/1176993298/