Related papers: Self-normalized Cram\'er type moderate deviations …

In this paper we derive the moderate deviation principle for stationary sequences of bounded random variables under martingale-type conditions. Applications to functions of $\phi$-mixing sequences, contracting Markov chains, expanding maps…

We consider a stochastic differential equation and its Euler-Maruyama (EM) scheme, under some appropriate conditions, they both admit a unique invariant measure, denoted by $\pi$ and $\pi_\eta$ respectively ($\eta$ is the step size of the…

We establish Cram\'er type moderate deviation (MD}) results for heavy trimmed L-statistics; we obtain our results under a very mild smoothness condition on the inversion $F^{-1}$ ($F$ is the underlying distribution of i.i.d. observations)…

In this paper, we study self-normalized moderate deviations for degenerate { $U$}-statistics of order $2$. Let $\{X_i, i \geq 1\}$ be i.i.d. random variables and consider symmetric and degenerate kernel functions in the form…

In this paper, we study the self-normalized Cram\'er-type moderate deviation of the empirical measure of the stochastic gradient Langevin dynamics (SGLD). Consequently, we also derive the Berry-Esseen bound for SGLD. Our approach is by…

We prove an asymptotic Cram\'er's theorem, that is, if the sequence $(X_{n}+ Y_{n})_{n\geq 1}$ converges in law to the standard normal distribution and for every $n\geq 1$ the random variables $X_{n}$ and $Y_{n}$ are independent, then…

We establish a Cram\'er-type moderate deviation theorem for double-index permutation statistics (DIPS). To the best of our knowledge, previous results only provided Berry-Esseen type bounds for DIPS, which cannot yield moderate deviation…

Here we develop a first order autoregressive model {Xn} that is marginally stationary where Xn is the sum/ extreme of k i.i.d observations. We prove that stationary solutions to these models are either semi-selfdecomposable/…

A Cramer moderate deviation theorem for Hotelling's $T^2$-statistic is proved under a finite $(3+\delta)$th moment. The result is applied to large scale tests on the equality of mean vectors and is shown that the number of tests can be as…

We establish exponential inequalities and Cramer-type moderate deviation theorems for a class of V-statistics under strong mixing conditions. Our theory is developed via kernel expansion based on random Fourier features. This type of…

Consider a sequence X_k=\sum_{j=0}^{\infty}c_j\xi_{k-j}, k\geq 1, where c_j, j\geq 0, is a sequence of constants and \xi_j, -\infty <j<\infty, is a sequence of independent identically distributed (i.i.d.) random variables (r.v.s) belonging…

We study statistical inferences for a class of modulated stationary processes with time-dependent variances. Due to non-stationarity and the large number of unknown parameters, existing methods for stationary, or locally stationary, time…

Let $\{Z_n, n\geq 0\}$ be a supercritical branching process in an independent and identically distributed random environment. We prove Cram\'{e}r moderate deviations and Berry-Esseen bounds for $\ln (Z_{n+n_0}/Z_{n_0})$ % under the annealed…

Let $(X_{n,t})_{t=1}^{\infty}$ be a stationary absolutely regular sequence of real random variables with the distribution dependent on the number~$n$. The paper presents sufficient conditions for the asymptotic normality (for $n\to\infty$…

In the common time series model $X_{i,n} = \mu (i/n) + \varepsilon_{i,n}$ with non-stationary errors we consider the problem of detecting a significant deviation of the mean function $\mu$ from a benchmark $g (\mu )$ (such as the initial…

In this paper, we derive the moderate deviation principle for stationary sequences of bounded random variables with values in a Hilbert space. The conditions obtained are expressed in terms of martingale-type conditions. The main tools are…

This paper studies the family of sliced Cram\'er metrics, quantifying their stability under distortions of the input functions. Our results bound the growth of the sliced Cram\'er distance between a function and its geometric deformation by…

This paper deals with U-statistics of Poisson processes and multiple Wiener-It\^o integrals on the Poisson space. Via sharp bounds on the cumulants for both classes of random variables, moderate deviation principles, concentration…

This paper is aimed to study the ergodic short-term behaviour of discretizations of circle expanding maps. More precisely, we prove some asymptotics of the distance between the $t$-th iterate of Lebesgue measure by the dynamics $f$ and the…

We construct a new parametrization of double sequences $\{A_{n,k}(s)\}_{n,k}$ between $A_{n,k}(0)= \binom{n-1}{k-1}$ and $A_{n,k}(1)= \frac{1}{n!}\stirl{n}{k}$, where $\stirl{n}{k}$ are the unsigned Stirling numbers of the first kind. For…