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Some results on convergence rates for probabilities of moderate deviations for sums of random variables

Some results on convergence rates for probabilities of moderate deviations for sums of random variables

Let X , X n , n ≥ 1 be a sequence of iid real random variables, and , n ≥ 1. Convergence rates of moderate deviations are derived, i.e., the rate of convergence to zero of certain tail probabilities of the partial sums are determined. For example, we obtain …