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Moderate deviation probabilities for open convex sets: nonlogarithmic behavior

Uwe Einmahl·James Kuelbs
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Abstract

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. 2004-10-06. Moderate deviation probabilities for open convex sets: nonlogarithmic behavior. https://doi.org/10.1214/009117904000000216

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