Some examples of non-central moderate deviations for sequences of real random variables
Probability
2022-07-15 v2
Abstract
The term \emph{moderate deviations} is often used in the literature to mean a class of large deviation principles that, in some sense, fill the gap between a convergence in probability to zero (governed by a large deviation principle) and a weak convergence to a centered Normal distribution. In this paper we present some examples of classes of large deviation principles of this kind, but the involved random variables converge weakly to Gumbel, exponential and Laplace distributions.
Keywords
Cite
@article{arxiv.2110.05859,
title = {Some examples of non-central moderate deviations for sequences of real random variables},
author = {Rita Giuliano and Claudio Macci},
journal= {arXiv preprint arXiv:2110.05859},
year = {2022}
}
Comments
25 pages