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Moderate deviations principle for products of sums of random variables

✍ Scribed by Yu Miao; JianYong Mu


Book ID
107348426
Publisher
SP Science China Press
Year
2011
Tongue
English
Weight
306 KB
Volume
54
Category
Article
ISSN
1674-7283

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The moderate deviation principle for sel
✍ Bin Qian; Jun Yan πŸ“‚ Article πŸ“… 2009 πŸ› Elsevier Science 🌐 English βš– 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].