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Invariance Principle Under Self-Normalization for Nonidentically Distributed Random Variables

✍ Scribed by A. Račkauskas; Ch. Suquet


Book ID
111554002
Publisher
Springer Netherlands
Year
2003
Tongue
English
Weight
154 KB
Volume
79
Category
Article
ISSN
0167-8019

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The moderate deviation principle for sel
✍ Bin Qian; Jun Yan 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 326 KB

The corresponding moderate deviation principle follows. The Central Limit theorem has been recently obtained by Pang, Lin and Hwang [T.X. Pang, Z.Y. Lin, K.S. Hwang, Asymptotics for self-normalized random products of sums of i.i.d. random variables, J. Math. Anal. Appl. 334 (2007) 1246-1259].