Add to ORKGfinancial assistance. We are grateful to Tom Ferguson and Tom Liggett for suggestions about the literature on large deviations and on how the Feller proof works. 2 1
The theory of large deviations deals with rates at which probabilities of certain events decay as a ...
This paper proves large deviation theorems for a general class of random vectors taking values in Rd...
AbstractThis paper studies the effect of truncation on the large deviations behavior of the partial ...
ABSTRACT. – In this paper we consider a triangular array whose rows are composed of finite exchangea...
We will examine the theory of large deviations through three concrete examples. We will work them ou...
In this paper we prove a Large Deviation Principle for the sequence of symmetrised empirical measure...
International audienceAsymptotics deviation probabilities of the sum S n = X 1 + · · · + X n of inde...
International audienceAsymptotics deviation probabilities of the sum S n = X 1 + · · · + X n of inde...
Title: Large deviations and their applications in insurance mathematics Author: Lucia Fuchsová Depar...
International audienceWe show sharp bounds for probabilities of large deviations for sums of indepen...
We show a principle of large deviations for sums of random variables which themselve obey a principl...
International audienceWe show sharp bounds for probabilities of large deviations for sums of indepen...
International audienceWe show sharp bounds for probabilities of large deviations for sums of indepen...
Includes bibliographical references (p. 96-98).Research supported by the Air Force Office of Scienti...
The purpose of this paper is to present a general result on the composition of large deviation princ...
The theory of large deviations deals with rates at which probabilities of certain events decay as a ...
This paper proves large deviation theorems for a general class of random vectors taking values in Rd...
AbstractThis paper studies the effect of truncation on the large deviations behavior of the partial ...
ABSTRACT. – In this paper we consider a triangular array whose rows are composed of finite exchangea...
We will examine the theory of large deviations through three concrete examples. We will work them ou...
In this paper we prove a Large Deviation Principle for the sequence of symmetrised empirical measure...
International audienceAsymptotics deviation probabilities of the sum S n = X 1 + · · · + X n of inde...
International audienceAsymptotics deviation probabilities of the sum S n = X 1 + · · · + X n of inde...
Title: Large deviations and their applications in insurance mathematics Author: Lucia Fuchsová Depar...
International audienceWe show sharp bounds for probabilities of large deviations for sums of indepen...
We show a principle of large deviations for sums of random variables which themselve obey a principl...
International audienceWe show sharp bounds for probabilities of large deviations for sums of indepen...
International audienceWe show sharp bounds for probabilities of large deviations for sums of indepen...
Includes bibliographical references (p. 96-98).Research supported by the Air Force Office of Scienti...
The purpose of this paper is to present a general result on the composition of large deviation princ...
The theory of large deviations deals with rates at which probabilities of certain events decay as a ...
This paper proves large deviation theorems for a general class of random vectors taking values in Rd...
AbstractThis paper studies the effect of truncation on the large deviations behavior of the partial ...