Exponential tightness for integral-type functionals of centered independent differently distributed random variables (Q2145744): Difference between revisions

A sequence of random elements \(\mathcal{F}_{n} \in \mathbb{X}, n \in \mathbb{N}\) is called exponentially tight in a metric space \(\mathbb{X}\) with a normalizing function \(\psi(n): \lim _{n \rightarrow \infty} \psi(n)=\) \(\infty\), if for any \(C>0\) there exists a compact \(K_{C} \subseteq \mathbb{X}\) such that \[ \limsup _{n \rightarrow \infty} \frac{1}{\psi(n)} \ln \mathbf{P}\left(\mathcal{F}_{n} \notin K_{C}\right) \leq-C. \] In this paper, the exponential tightness is proved for a sequence of integral type random fields constructed by centered independent differently distributed random variables. To do this the authors apply sufficient conditions for the exponential tightness of a sequence of continuous random fields.