34 research outputs found
Moderate deviation probabilities for open convex sets: nonlogarithmic behavior
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.Comment: Published by the Institute of Mathematical Statistics
(http://www.imstat.org) in the Annals of Probability
(http://www.imstat.org/aop/) at http://dx.doi.org/10.1214/00911790400000021