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Showing 2004 · math.PRShow all
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math.PR2004★ 47 cited
Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices
Hock Peng Chan, Tze Leung Lai
Several classical results on boundary crossing probabilities of Brownian motion and random walks are extended to asymptotically Gaussian random fields, which include sums of i.i.d.…
math.PR2004★ 219 cited
Normal approximation under local dependence
Louis H. Y. Chen, Qi-Man Shao
We establish both uniform and nonuniform error bounds of the Berry-Esseen type in normal approximation under local dependence. These results are of an order close to the best possi…