Summary
We establish a representation formula useful for obtaining precise large deviation probabilities for convex open subsets of a Banach space. These estimates are based on the existence of dominating points in this setting.
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Dedicated to Peter Ney on the occasion of his 65th birthday.
Supported in part by NSF Grant DMS-9503665
Supported in part by NSF Grant DMS-9400024
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Einmahl, U., Kuelbs, J. Dominating points and large deviations for random vectors. Probab. Th. Rel. Fields 105, 529–543 (1996). https://doi.org/10.1007/BF01191912
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DOI: https://doi.org/10.1007/BF01191912