Some examples of noncentral moderate deviations for sequences of real random variables (Q6157631)

The term moderate deviations is used for a class of large deviation principles, which 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. This paper presents some examples of classes of large deviation principles of this kind, but the involved random variables converge weakly to Gumbel, exponential and Laplace distributions. After introduction and some preliminaries, Section 3 concerns minima of i.i.d. nonnegative random variables. Section 4 studies an example, which is based on maxima of i.i.d. random variables in the maximum domain attraction of the Gumbel distribution. Section 5 concerns the classical occupancy problem. Finally, Section 6 considers an example inspired by a recent replacement model for random lifetimes.