A Local Limit Theorem for Moderate Deviations

DOI10.1112/BLMS/33.1.100MaRDI QIDQ3152258zbMATH OpenOpenAlexFDO

Authors Ronald A. Doney

Publication date 22 October 2002

Published in Bulletin of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1112/blms/33.1.100

zbMATH Keywords

local central limit theoremrandom walkregularly varying function

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Recommendations

• A large deviation local limit theorem
• One-sided local large deviation and renewal theorems in the case of infinite mean
• The central limit theorem for certain functionals of random walks
• On the distribution of random walk local time
• scientific article; zbMATH DE number 617793

Cited in

(12)

• Limit theorems for the median deviation
• A lifetime of excursions through random walks and Lévy processes
• A refined Cramér-type moderate deviation for sums of local statistics
• Zero-range condensation at criticality
• Limit theory for moderate deviations from a unit root
• A large deviation local limit theorem
• Quantitative bounds for large deviations of heavy tailed random variables
• Classical and almost sure local limit theorems
• Limit theorem for the moment of maximum of a random walk reaching a fixed level in the region of moderate deviations
• Metastability in a condensing zero-range process in the thermodynamic limit
• Collective vs. individual behaviour for sums of i.i.d. random variables: appearance of the one-big-jump phenomenon
• Thermodynamic limit for the invariant measures in supercritical zero range processes

This page was built for publication: A Local Limit Theorem for Moderate Deviations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3152258)