Moderate deviations on different scales: no relations

DOI10.1007/S11856-014-0026-2MaRDI QIDQ476497zbMATHOpenAlexWikidataFDO

Authors B. S. Tsirel'son

Publication date 2 December 2014

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

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

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)

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.

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Cites work

• scientific article; zbMATH DE number 410740 (Why is no real title available?)
• From uniform renewal theorem to uniform large and moderate deviations for renewal-reward processes
• Moderate Deviations for I.I.D. Random Variables
• Moderate deviations of dependent random variables related to CLT

Cited in

(6)

• Moderate deviations for stationary processes
• Some examples of noncentral moderate deviations for sequences of real random variables
• scientific article; zbMATH DE number 5666671 (Why is no real title available?)
• Moderate deviations for the Bessel clock
• Noncentral moderate deviations for fractional Skellam processes
• Moderate deviations for stationary sequences of bounded random variables

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