Advertisement

A Laplace approximation for sums of independent random variables

  • Anders Martin-Löf
Article

Keywords

Stochastic Process Probability Theory Mathematical Biology Independent Random Variable Laplace Approximation 
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.
    Bahadur, R.R., Ranga Rao, R.: On Deviations of the Sample Mean. Ann. Math. Statist.31, 1015–1027 (1960)Google Scholar
  2. 2.
    Bahadur, R.R., Zabell, S.L.: Large Deviations of the Sample Mean in General Vector Spaces. Ann. Probability7, 587–621 (1979)Google Scholar
  3. 3.
    von Bahr, B., Martin-Löf, A.: Threshold Limit Theorems for Some Epidemic Processes. Adv. Appl. Probability12, 319–349 (1980)Google Scholar
  4. 4.
    Copson, E.T.: Asymptotic Expansions. Cambridge University Press 1965Google Scholar
  5. 5.
    Ellis, R.S., Newman, C.M.: Limit Theorems for Sums of Dependent Random Variables Occurring in Statistical Mechanics. Z. Wahrscheinlichkeitstheorie verw. Geb.44, 117–139 (1978)Google Scholar
  6. 6.
    Höglund, T.: A Unified Central Limit Theorem for Small and Large Deviations from the Mean. Z. Wahrscheinlichkeitstheorie verw. Geb.49, 105–117 (1979)Google Scholar
  7. 7.
    Lanford, O.E.: in Statistical Mechanics and Mathematical Problems, Lecture Notes in Physics no.20, Berlin-Heidelberg-New York: Springer 1971Google Scholar
  8. 8.
    Lucas, E.: Characteristic Functions. New York: Griffin & Co. (1960)Google Scholar
  9. 9.
    Martin-Löf, P.: Statistiska Modeller. Lecture Notes, Dept. of Mathematical Statistics University of Stockholm (1969)Google Scholar
  10. 10.
    Rockafellar, R.T.: Convex Analysis. Princeton Univ. Press (1970)Google Scholar
  11. 11.
    Varadhan, S.R.S.: Asymptotic Probabilities and Differential Equations. Comm. Pure Appl. Math.19, 261–286 (1966)Google Scholar

Copyright information

© Springer-Verlag 1982

Authors and Affiliations

  • Anders Martin-Löf
    • 1
  1. 1.Dept. of Math. StatisticsUniv. of StockholmSweden

Personalised recommendations