Moderate deviations for stationary sequences of bounded random variables
نویسندگان
چکیده
منابع مشابه
Moderate deviations for stationary sequences of bounded random variables
In this paper we are concerned with the moderate deviation principle for the normalized partial sums process Wn, considered as an element of D([0, 1]) (functions on [0, 1] with left-hand limits and continuous from the right), equipped with the Skorohod topology (see Section 14 in Billingsley (1968) for the description of the topology on D([0, 1])). More exactly, we say that the family of random...
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Let (Xn)n≥1 be a sequence of random variables on a probability space (Ω, ,P) and p ≥ 1 a fixed real number. We say that (Xn)n≥1 is Lp-bounded if it has finite pth moments, that is, ‖Xn‖p ≤ C for some C > 0 and any n ≥ 1. Let ε > 0; finding the rate of convergence of the moderate deviations probabilities P[|∑k=1Xk| > εan] with an = (n logn)1/2 or (n loglogn)1/2 is known in the literature as Davi...
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ژورنال
عنوان ژورنال: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
سال: 2009
ISSN: 0246-0203
DOI: 10.1214/08-aihp169