Advertisement

Upper bounds for large deviations of dependent random vectors

  • A. de Acosta
Article

Keywords

Stochastic Process Probability Theory Random Vector Mathematical Biology Dependent Random Vector 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. 1.
    Azencott, R.: Grandes déviations et applications. Lecture Notes in Mathematics 774. Berlin-Heidelberg-New York: Springer 1980Google Scholar
  2. 2.
    Bahadur, R.R., Zabell, S.: Large deviations of the sample mean in general vector spaces. Ann. Probab. 7, 587–621 (1979)Google Scholar
  3. 3.
    Bolthausen, E.: On the probability of large deviations in Banach spaces. Ann. Probab. 12, 427–435 (1984)Google Scholar
  4. 4.
    Chevet, S.: Gaussian measures and large deviations. Lecture Notes in Mathematics 990, 30–46. Berlin-Heidelberg-New York-Tokyo: Springer 1983Google Scholar
  5. 5.
    Chow, Y.S., Teicher, H.: Probability Theory. Berlin-Heidelberg-New York: Springer 1978Google Scholar
  6. 6.
    Donsker, M.D., Varadhan, S.R.S.: Asymptotic evaluation of certain Markov process expectations for large time III. Commun. Pure Appl. Math. 29, 389–461 (1976)Google Scholar
  7. 7.
    Dunford, N., Schwartz, J.: Linear operators I. New York: Interscience publishers 1967Google Scholar
  8. 8.
    Ellis, R.: Large deviations for a general class of dependent random vectors. Ann. Probab. 12, 1–12 (1984)Google Scholar
  9. 9.
    Gärtner, J.: On large deviations from the invariant measure. Theor. Probab. Appl. 22, 24–39 (1977)Google Scholar
  10. 10.
    Hall, P., Heyde, C.C.: Martingale limit theory and its application. New York: Academic Press 1980Google Scholar
  11. 11.
    Meyer, P.A.: Probability and potentials. Waltham, Mass.: Blaisdell 1966Google Scholar
  12. 12.
    Revuz, D.: Markov chains. Amsterdam: North Holland 1975Google Scholar
  13. 13.
    Rosinski, J.: Personal communication (1983)Google Scholar
  14. 14.
    Schaefer, H.H.: Topological vector spaces. New York: MacMillan 1966Google Scholar
  15. 15.
    Stroock, D.W.: An introduction to the theory of large deviations. Berlin-Heidelberg-New York-Tokyo: Springer 1984Google Scholar

Copyright information

© Springer-Verlag 1985

Authors and Affiliations

  • A. de Acosta
    • 1
  1. 1.Department of Mathematics and StatisticsCase Western Reserve UniversityClevelandUSA

Personalised recommendations