Local precise large and moderate deviations for sums of independent random variables

被引:0
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作者
Fengyang Cheng
Minghua Li
机构
[1] Soochow University,Department of Mathematics
关键词
Local precise moderate deviation; Local precise large deviation; Intermediate regularly varying function; -regularly varying function; 60F10;
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摘要
Let {X, Xk: k ≥ 1} be a sequence of independent and identically distributed random variables with a common distribution F. In this paper, the authors establish some results on the local precise large and moderate deviation probabilities for partial sums \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${S_n} = \sum\limits_{i = 1}^n {{X_i}} $$\end{document}, in a unified form in which x may be a random variable of an arbitrary type, which state that under some suitable conditions, for some constants T > 0, a and τ > 1/2 and for every fixed γ > 0, the relation \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$P\left( {{S_n} - na \in \left( {x,\;x + T]} \right)} \right)\~nF\left( {\left( {x + a,\;x + a + T} \right]} \right)$$\end{document} holds uniformly for all x ≥ γnτ as n→∞, that is, \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\mathop {\lim }\limits_{n \to + \infty } \mathop {\sup }\limits_{x \geqslant \gamma {n^\tau }} \left| {\frac{{P\left( {{S_n} - na \in \left( {x,\;x + T} \right]} \right)}}{{nF\left( {\left( {x + a,\;x + a + T} \right]} \right)}} - 1} \right| = 0$$\end{document}. The authors also discuss the case where X has an infinite mean.
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页码:753 / 766
页数:13
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