Large deviations for analytically known distributions

  • Multivariate Gaussian law
  • Spherical distributions
  • lp- valued Gaussian vectors
  • nonconvex domains of large deviation sharp integral and local limit theorems non-equivalence of norms under large deviations Laplace method geometric approach asmptotic expansions for large deviations increasing dimensions finite dimensional approach to large deviations in lp Osipov condition generalized Khintchine problem estimations for Gaussian measures of shells of boundaries of not necessary convex sets (remainder term estimation in the c.l.t.) Hilbert space estimates generalized noncentral chi-square distribution asymptotically degenerating dominating points

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    © Wolf-Dieter Richter, 29. April 1997.