Moderate deviations on different scales: no relations
Probability
2012-07-23 v1
Abstract
An example of a discrete-time stationary random process whose sums follow the normal approximation within a given part of the region of moderate deviations, but violate it outside this part.
Cite
@article{arxiv.1207.4865,
title = {Moderate deviations on different scales: no relations},
author = {Boris Tsirelson},
journal= {arXiv preprint arXiv:1207.4865},
year = {2012}
}
Comments
11 pages, 3 figures