Moderate deviations for bounded subsequences
نویسندگان
چکیده
منابع مشابه
Moderate Deviations for Bounded Subsequences
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: Journal of Applied Mathematics and Stochastic Analysis
سال: 2006
ISSN: 1048-9533,1687-2177
DOI: 10.1155/jamsa/2006/21782