Laplace approximations for sums of independent random vectors

Citation
S. Kusuoka et S. Liang, Laplace approximations for sums of independent random vectors, PROB TH REL, 116(2), 2000, pp. 221-238
Citations number
7
Categorie Soggetti
Mathematics
Journal title
PROBABILITY THEORY AND RELATED FIELDS
ISSN journal
01788051 → ACNP
Volume
116
Issue
2
Year of publication
2000
Pages
221 - 238
Database
ISI
SICI code
0178-8051(200002)116:2<221:LAFSOI>2.0.ZU;2-N
Abstract
Let X-i, i is an element of N, be i.i.d. B-valued random variables, where B is a real separable Banach space. Let Phi be a mapping B --> R. Under a ce ntral limit theorem assumption, an asymptotic evaluation of Z(n) = E (exp ( n Phi (Sigma(i=1)(n) X-i/n))), up to a factor (1 + o(1)), has been gotten i n Bolthausen [1]. In this paper, we show that the same asymptotic evaluatio n can be gotten without the central limit theorem assumption.