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Modeling Uncertainty pp 57–93Cite as

Exact Asymptotics for Large Deviation Probabilities, with Applications

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Part of the book series: International Series in Operations Research & Management Science ((ISOR,volume 46))

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Three related groups of problems are surveyed, all of which concern asymptotics of large deviation probabilities themselves — rather than the much more commonly considered asymptotics of the logarithm of such probabilities. The former kind of asymptotics is sometimes referred to as “exact”, while the latter as “rough”. Obviously, “exact” asymptotics statements provide more information; the tradeoff is that additional restrictions on regularity of underlying probability distributions and/or on the corresponding zone of deviations are then required.

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Authors and Affiliations

  1. Department of Mathematical Sciences, Michigan Technological University, Houghton, Michigan, 49931

    Iosif Pinelis

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  1. Iosif Pinelis
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Editors and Affiliations

  1. University of Arizona, USA

    Moshe Dror  & Ferenc Szidarovszky  & 

  2. Université de Montréal, France

    Pierre L’Ecuyer

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Pinelis, I. (2002). Exact Asymptotics for Large Deviation Probabilities, with Applications. In: Dror, M., L’Ecuyer, P., Szidarovszky, F. (eds) Modeling Uncertainty. International Series in Operations Research & Management Science, vol 46. Springer, New York, NY. https://doi.org/10.1007/0-306-48102-2_4

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