Some examples of noncentral moderate deviations for sequences of real random variables
Open Access
- 19 January 2023
- journal article
- research article
- Published by VTeX in Modern Stochastics: Theory and Applications
- Vol. 10 (2), 111-144
- https://doi.org/10.15559/23-vmsta219
Abstract
Publisher: VTeX - Solutions for Science Publishing, Journal: Modern Stochastics - Theory and Applications, Title: Some examples of noncentral moderate deviations for sequences of real random variables, Authors: Rita Giuliano, Claudio Macci , The term moderate deviations is often used in the literature to mean a class of large deviation principles that, in some sense, fills 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, some examples of classes of large deviation principles of this kind are presented, but the involved random variables converge weakly to Gumbel, exponential and Laplace distributions.Keywords
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