Multidimensional strong large deviation results
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DOI: 10.1007/s00184-017-0621-4
Abstract: We establish strong large deviation results for an arbitrary sequence of random vectors under some assumptions on the normalized cumulant generating function. In other words, we give asymptotic approximations for a multivariate tail probability of… read more here.
Keywords: strong large; large deviation; deviation results; multidimensional strong ... See more keywords