Asymptotic results for sums and extremes

JOURNAL OF APPLIED PROBABILITY(2024)

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摘要
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 independent and identically distributed 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 independent and identically distributed exponential random variables.
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关键词
Central limit theorem,Fisher-Tippett-Gnedenko theorem,joint distribution of sum and maxima,large deviations,moderate deviations,sums of partial minima
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