Moderate deviation principles for trajectories of sums of independent Banach space valued random variables

被引：4

作者：

Hu, YJ ^{[1
]}

Lee, TY

机构：

[1] Wuhan Univ, Dept Math, Wuhan 430072, Hubei, Peoples R China

[2] Univ Maryland, Dept Math, College Pk, MD 20742 USA

来源：

TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY | 2003年 / 355卷 / 08期

关键词：

moderate deviations; trajectories; functional law of the iterated logarithm;

D O I：

10.1090/S0002-9947-01-02893-8

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Let {X-n} be a sequence of i.i.d. random vectors with values in a separable Banach space. Moderate deviation principles for trajectories of sums of {X-n} are proved, which generalize related results of Borovkov and Mogulskii (1980) and Deshayes and Picard (1979). As an application, functional laws of the iterated logarithm are given. The paper also contains concluding remarks, with examples, on extending results for partial sums to corresponding ones for trajectory setting.

引用

页码：3047 / 3064

页数：18

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