Cram\'{e}r type moderate deviations for stationary sequences of bounded random variables
Probability
2019-07-04 v1 Dynamical Systems
Abstract
We derive Cram\'{e}r type moderate deviations for stationary sequences of bounded random variables. Our results imply the moderate deviation principles and a Berry-Esseen bound. Applications to quantile coupling inequalities, functions of -mixing sequences, and contracting Markov chains are discussed.
Keywords
Cite
@article{arxiv.1907.01757,
title = {Cram\'{e}r type moderate deviations for stationary sequences of bounded random variables},
author = {Xiequan Fan},
journal= {arXiv preprint arXiv:1907.01757},
year = {2019}
}
Comments
19 pages