Some examples of noncentral moderate deviations for sequences of real random variables

DOI10.15559/23-VMSTA219MaRDI QIDQ6157631zbMATH OpenOpenAlexFDO

Authors Rita Giuliano, Claudio Macci

Publication date 22 June 2023

Published in Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2110.05859

zbMATH Keywords

coupon collector's problemoccupancy problemreplacement model for random lifetimessampled extrema

Mathematics Subject Classification ID

Combinatorial probability (60C05) Central limit and other weak theorems (60F05) Large deviations (60F10) Extreme value theory; extremal stochastic processes (60G70)

Abstract: The term emph{moderate deviations} is often used in the literature to mean a class of large deviation principles that, in some sense, fill the gap between a convergence in probability to zero (governed by a large deviation principle) and a weak convergence to a centered Normal distribution. In this paper we present some examples of classes of large deviation principles of this kind, but the involved random variables converge weakly to Gumbel, exponential and Laplace distributions.

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Cited in

(9)

• Non-central moderate deviations for compound fractional Poisson processes
• Moderate deviations via cumulants
• Moderate deviations on different scales: no relations
• Noncentral moderate deviations for fractional Skellam processes
• Non-universal moderate deviation principle for the nodal length of arithmetic random waves
• Asymptotic results for sums and extremes
• Noncentral moderate deviations for time-changed multivariate Lévy processes with linear combinations of inverse stable subordinators
• Noncentral moderate deviations for time-changed Lévy processes with inverse of stable subordinators
• Some vector-valued examples of noncentral moderate deviation results

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