Nonuniform exponential estimates for large deviations in Banach space
Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 3, pp. 638-642
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In this paper we derive nonuniform exponential estimates for a distribution of norms of sums of random variables with values in a Banach space in classical zones of large deviations.
Keywords:
moment generating function, exponential estimate, zones of large deviations.
@article{TVP_1995_40_3_a11,
author = {I. R. Bagdasarova and E. I. Ostrovskii},
title = {Nonuniform exponential estimates for large deviations in {Banach} space},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {638--642},
publisher = {mathdoc},
volume = {40},
number = {3},
year = {1995},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1995_40_3_a11/}
}
TY - JOUR AU - I. R. Bagdasarova AU - E. I. Ostrovskii TI - Nonuniform exponential estimates for large deviations in Banach space JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1995 SP - 638 EP - 642 VL - 40 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_1995_40_3_a11/ LA - ru ID - TVP_1995_40_3_a11 ER -
I. R. Bagdasarova; E. I. Ostrovskii. Nonuniform exponential estimates for large deviations in Banach space. Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 3, pp. 638-642. http://geodesic.mathdoc.fr/item/TVP_1995_40_3_a11/