Asymptotic results for sums and extremes

arXiv2210.02098MaRDI QIDQ6412947FDOQ6412947

Authors: Rita Giuliano, Claudio Macci, Barbara Pacchiarotti 

Publication date: 5 October 2022

Abstract: The term moderate deviations is often used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between a convergence in probability of some random variables to a constant and a weak convergence to a centered Gaussian distribution (when such random variables are properly centered and rescaled). We talk about noncentral moderate deviations when the weak convergence is towards a non-Gaussian distribution. In this paper, we prove a noncentral moderate deviation result for the bivariate sequence of sums and maxima of i.i.d. random variables bounded from above. We also prove a result where the random variables are not bounded from above, and the maxima are suitably normalized. Finally, we prove a moderate deviation result for sums of partial minima of i.i.d. exponential random variables.

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