Cramér-type moderate deviations under local dependence
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Publication:6138922
DOI10.1214/23-AAP1931arXiv2112.10946OpenAlexW4389342199MaRDI QIDQ6138922FDOQ6138922
Publication date: 16 January 2024
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Abstract: We establish Cram'er-type moderate deviation theorems for sums of locally dependent random variables and combinatorial central limit theorems. Under some mild exponential moment conditions, optimal error bounds and convergence ranges are obtained. Our main results are more general or shaper than the existing results in the literature. The main results follows from a more general Cram'er-type moderate deviation theorem for dependent random variables without any boundedness assumptions, which is of independent interest. The proofs couple Stein's method with a recursive argument.
Full work available at URL: https://arxiv.org/abs/2112.10946
Stein's methodlocal dependencecombinatorial central limit theoremStein identityCramér-type moderate deviation
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