Functional moderate deviations for triangular arrays and applications

zbMATH Open1162.60313arXiv0805.0617MaRDI QIDQ3623892FDOQ3623892

Authors: Florence Merlevède, Magda Peligrad 

Publication date: 27 April 2009

Abstract: Motivated by the study of dependent random variables by coupling with independent blocks of variables, we obtain first sufficient conditions for the moderate deviation principle in its functional form for triangular arrays of independent random variables. Under some regularity assumptions our conditions are also necessary in the stationary case. The results are then applied to derive moderate deviation principles for linear processes, kernel estimators of a density and some classes of dependent random variables.

Full work available at URL: https://arxiv.org/abs/0805.0617

Recommendations

• Moderate deviations for stabilizing functionals in geometric probability
• Functional central limit theorems for triangular arrays of function-indexed processes under uniformly integrable entropy conditions
• Moderate deviations for functional \(U\)-processes
• Deviation inequalities, moderate deviation principles for certain Gaussian functionals, and their applications in parameter estimation
• scientific article; zbMATH DE number 4063206
• Application of Bernstein polynomials on estimating a distribution and density function in a triangular array
• Uniform large and moderate deviations for functional empirical processes

zbMATH Keywords

strong mixingmoderate deviationstriangular arraysindependent random variablesinvariance principle

Mathematics Subject Classification ID

Large deviations (60F10) Sums of independent random variables; random walks (60G50)

Cited In (3)

• Moderate deviations for linear processes generated by martingale-like random variables
• A moderate deviation principle for \(m\)-dependent random variables with unbounded \(m\)
• Large and moderate deviations for the left random walk on \(GL_d(\mathbb{R})\)

This page was built for publication: Functional moderate deviations for triangular arrays and applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3623892)