Asymptotic results for sums and extremes
Abstract
The term moderate deviations is often used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between a convergence in probability of some random variables to a constant and a weak convergence to a centered Gaussian distribution (when such random variables are properly centered and rescaled). We talk about noncentral moderate deviations when the weak convergence is towards a non-Gaussian distribution. In this paper, we prove a noncentral moderate deviation result for the bivariate sequence of sums and maxima of i.i.d. random variables bounded from above. We also prove a result where the random variables are not bounded from above, and the maxima are suitably normalized. Finally, we prove a moderate deviation result for sums of partial minima of i.i.d. exponential random variables.
Keywords
Cite
@article{arxiv.2210.02098,
title = {Asymptotic results for sums and extremes},
author = {Rita Giuliano and Claudio Macci and Barbara Pacchiarotti},
journal= {arXiv preprint arXiv:2210.02098},
year = {2024}
}
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