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
References:
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and probabilities of moderate deviations. Z. Anal. Anw. 4, 3, 257-267.
- with H. Birndt (1985). Vergleichende Betrachtungen zur Bestimmung
des asymptotischen Verhaltens mehrdimensionaler Laplace-Gauß Integrale.
Z. Anal. Anw. 43, 3, 269-276.
- (1985). Gauß'sche Wahrscheinlichkeiten großer Abweichungen
im Banachraum lp. Wiss. Zeitschr. TU Dresden 34, 4, 60.
- (1985). Wahrscheinlichkeiten mittlerer Abweichungen im Rk.
Wiss. Zeitschr. TU Dresden 34, 4, 66.
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V kn.: Verojantnostnye raspredelenija i matematitscheskaja statistika.
(Laplace-Integral und Wahrscheinlichkeiten mittlerer Abweichungen im Rk.
In: Wahrscheinlichkeitsverteilungen und Mathematische Statistik). Tashkent:
Iso.-vo `Fan', 406-420.
- (1986). Umerennye uklonenija dlja odnogo klassa mnoschestv v konjetschnomernom
prostranstve. (Mittlere Abweichungen für eine Klasse von Mengen im
endlichdimensionalen Raum). Teorija verojatn. primen. 31, 1, 174-175
(russisch).
- (1987). Multidimensional narrow integral domains of normal attraction.
In: Limit theorems in probability and related fields. TU Dresden, 163-184.
- (1988). Zur Restgliedabschätzung im mehrdimensionalen integralen
Zentralen Grenzwertsatz der Wahrscheinlichkeitstheorie. Math. Nachr. 135,
103-117.
- with G. Pap (1988). Zum asymptotischen Verhalten der Dichten
gewisser Funktionale Gaußscher Zufallvektoren. Math. Nachr. 135,
119-124.
- with J. Schumacher (1990). Laplace method in large deviation
theory. ROMAKO 42, 59-68.
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Mathematica Societatis J
anos Bolyai 57. Limit Theorems
in Probability and Statistics. Pecs (Hungary), 1989, 443-458.
- with V. V. Ulyanov (1991). Two side estimates for the Gaussian
measure of the complements of balls in Hilbert space (in Russian). Probability
Theory Appl. 36, 4, 805-806.
- with V. Fatalov (1992). Gaussian probabilities of large deviations
for fixed and increasing dimensions. In: Journal of Contemporary Mathematical
Analysis 27, 1, 1-16.
- with J. Steinbach (1994). A geometric approach to finite sample
and large deviation properties in two-way ANOVA with spherically distributed
error vectors. Metrika 41, 325-353.
- with K. Breitung (1996). A geometric approach to an asymptotic
expansion for large deviation probabilities of Gaussian random vectors.
J. Mult. Anal. 58, 1, 1-20.
- with J. Schumacher (submitted). Asymptotic expansions for large
deviation probabilities of noncentral generalized chi-square distributions.
- with J. Schumacher (in preparation). Two dimensional asymptotic
expansions for large deviations of spherically distributed random vectors
when the dominating point degenerates asymptotically.
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© Wolf-Dieter Richter, 29. April 1997.