Convergence Rates for Probabilities of Moderate Deviations for Multidimensionally Indexed Random Variables
Let {X,Xn¯;n¯∈Z+d} be a sequence of i.i.d. real-valued random variables, and Sn¯=∑k¯≤n¯Xk¯, n¯∈Z+d. Convergence rates of moderate deviations are derived; that is, the rates of convergence to zero of certain tail probabilities of the partial sums are determined. For example, we obtain equivalent cond...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2009-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/2009/253750 |
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