Moderate deviations on different scales: no relations

DOI10.1007/S11856-014-0026-2zbMATH Open1311.60038arXiv1207.4865OpenAlexW2041878919WikidataQ57378362 ScholiaQ57378362MaRDI QIDQ476497FDOQ476497

Authors: B. S. Tsirel'son 

Publication date: 2 December 2014

Published in: Israel Journal of Mathematics (Search for Journal in Brave)

Abstract: An example of a discrete-time stationary random process whose sums follow the normal approximation within a given part of the region of moderate deviations, but violate it outside this part.

Full work available at URL: https://arxiv.org/abs/1207.4865

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zbMATH Keywords

moderate deviationsstationary process

Mathematics Subject Classification ID

Large deviations (60F10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stationary stochastic processes (60G10) Limit theorems in probability theory (60F99) Renewal theory (60K05)

Cites Work

• Title not available (Why is that?)
• From uniform renewal theorem to uniform large and moderate deviations for renewal-reward processes
• Moderate deviations of dependent random variables related to CLT
• Moderate Deviations for I.I.D. Random Variables

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• Some examples of noncentral moderate deviations for sequences of real random variables
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• Moderate deviations for the Bessel clock
• Noncentral moderate deviations for fractional Skellam processes
• Moderate deviations for stationary processes
• Moderate deviations for stationary sequences of bounded random variables

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