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Cram\'er-type Moderate deviations under local dependence

Probability 2021-12-22 v1

Abstract

We establish Cram\'er-type moderate deviation theorems for sums of locally dependent random variables and combinatorial central limit theorems. Under some mild exponential moment conditions, optimal error bounds and convergence ranges are obtained. Our main results are more general or shaper than the existing results in the literature. The main results follows from a more general Cram\'er-type moderate deviation theorem for dependent random variables without any boundedness assumptions, which is of independent interest. The proofs couple Stein's method with a recursive argument.

Keywords

Cite

@article{arxiv.2112.10946,
  title  = {Cram\'er-type Moderate deviations under local dependence},
  author = {Song-Hao Liu and Zhuo-Song Zhang},
  journal= {arXiv preprint arXiv:2112.10946},
  year   = {2021}
}

Comments

51 pages

R2 v1 2026-06-24T08:25:34.196Z