Theorems of large deviations in the multivariate invariance principle

Vidmantas Bentkus

Journal of Multivariate Analysis, 1992, vol. 41, issue 2, 297-313

Abstract: Let B be a real separable Banach space with norm ßB, X, X1, X2, ... be a sequence of centered independent identically distributed random variables taking values in B. Let sn = sn(t), 0 r) = P(wB > r)(1 + o(1)) and give estimates of the remainder term. The results are new already in the case of B having finite dimension.

Keywords: large; deviation; probabilities; invariance; principle; multivariate; invariance; principle; Banach; spaces (search for similar items in EconPapers)
Date: 1992
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