Asymptotic results for compound sums in separable Banach spaces

ESAIM: Probability and Statistics(2024)

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摘要
We prove large and moderate deviation results for sequences of compound sums, where the summands are i.i.d. random variables taking values in a separable Banach space. We establish that the results hold by proving that we are dealing with exponentially tight sequences. We present two moderate deviation results: in the first one the summands are centered, in the second one the compound sums are centered.
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