Abstract
In the classical theory of large deviations, asymptotic results are formulated not only for the probabilities of tails \(\mathbb{P}[X_{n} \geq t_{n}x]\), but more generally for probabilities
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Bibliography
A. Dembo and O. Zeitouni. Large Deviations Techniques and Applications, volume 38 of Stochastic Modelling and Applied Probability. Springer-Verlag, 2nd edition, 1998.
V. Féray, P.-L. Méliot, and A. Nikeghbali. Mod-φ convergence, III: Multi-dimensional mod-Gaussian convergence and related estimates of probabilities. In preparation, 2015.
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Féray, V., Méliot, PL., Nikeghbali, A. (2016). A precise version of the Ellis-Gärtner theorem. In: Mod-ϕ Convergence. SpringerBriefs in Probability and Mathematical Statistics. Springer, Cham. https://doi.org/10.1007/978-3-319-46822-8_6
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DOI: https://doi.org/10.1007/978-3-319-46822-8_6
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