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Moderate deviation probabilities for open convex sets: nonlogarithmic behavior

Uwe Einmahl, James Kuelbs

math.PRarXiv:math/0410139

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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