Large Deviations for Scaled Sums of p-Adic-Valued Rotation-Symmetric Independent and Identically Distributed Random Variables

被引:0
|
作者
Yasuda, Kumi [1 ]
机构
[1] Keio Univ, Fac Business & Commerce, Kohoku Ku, 4-1-1 Hiyoshi, Yokohama, Kanagawa 2238521, Japan
关键词
p-adic field; Limit theorem; Large deviations; Scaled sum of independent and identically distributed; LAW;
D O I
10.1007/s10959-019-00894-0
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The law of an appropriately scaled sum of p-adic-valued, independent, identically and rotation-symmetrically distributed random variables weakly converges to a semi-stable law, if the tail probabilities of the variables satisfy some assumption. If we consider a scaled sum of such random variables with a sufficiently much higher scaling order, it accumulates to the origin, and the mass of any set not including the origin gets small. The purpose of this article is to investigate the asymptotic order of the logarithm of the mass of such sets off the origin. The order is explicitly given under some assumptions on the tail probabilities of the random variables and the scaling order of their sum. It is also proved that the large deviation principle follows with a rate function being constant except at the origin, and the rate function is good only for the case its value is infinity off the origin.
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页码:1196 / 1210
页数:15
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