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Theorems of large deviations in the multivariate invariance principle

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  • Bentkus, Vidmantas

Abstract

Let B be a real separable Banach space with norm ßB, X, X1, X2, ... be a sequence of centered independent identically distributed random variables taking values in B. Let sn = sn(t), 0 r) = P(wB > r)(1 + o(1)) and give estimates of the remainder term. The results are new already in the case of B having finite dimension.

Suggested Citation

  • Bentkus, Vidmantas, 1992. "Theorems of large deviations in the multivariate invariance principle," Journal of Multivariate Analysis, Elsevier, vol. 41(2), pages 297-313, May.
    • Handle: RePEc:eee:jmvana:v:41:y:1992:i:2:p:297-313
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