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April 2004 Moderate deviation probabilities for open convex sets: nonlogarithmic behavior
Uwe Einmahl, James Kuelbs
Ann. Probab. 32(2): 1316-1355 (April 2004). DOI: 10.1214/009117904000000216


Precise asymptotics for moderate deviation probabilities are established for open convex sets in both the finite- and infinite-dimensional settings. Our results are based on the existence of dominating points for these sets, a related representation formula, and asymptotics for the integral term in this formula.


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Uwe Einmahl. James Kuelbs. "Moderate deviation probabilities for open convex sets: nonlogarithmic behavior." Ann. Probab. 32 (2) 1316 - 1355, April 2004.


Published: April 2004
First available in Project Euclid: 18 May 2004

zbMATH: 1060.60027
MathSciNet: MR2060299
Digital Object Identifier: 10.1214/009117904000000216

Primary: 60B11 , 60B12 , 60F05 , 60F10

Keywords: Berry–Esseen estimates for U-statistics , dominating points for open convex sets , Gaussian measures , Moderate deviation probabilities , nonlogarithmic behavior

Rights: Copyright © 2004 Institute of Mathematical Statistics

Vol.32 • No. 2 • April 2004
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