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math.PR2019
A linear version of Dawson-G{ä}rtner theorem -- Applications to Cram{é}r's theory
P Petit
We prove a linear version of Dawson-G{ä}rtner theorem: weak large deviation principles and the equality --s = p* between the negentropy and the Fenchel-Legendre transform of the pr…
math.PR2019
A conditional Berry-Esseen inequality
Thierry Klein, A Lagnoux, P Petit
As an extension of a central limit theorem established by Svante Janson, we prove a Berry-Esseen inequality for a sum of independent and identically distributed random variables co…