TOWARDS A UNIVERSAL SELF-NORMALIZED MODERATE DEVIATION
TOWARDS A UNIVERSAL SELF-NORMALIZED MODERATE DEVIATION
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DOI：
10.1090/s0002-9947-08-04402-4
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发表时间：
2008-03
影响因子：
1.3
通讯作者：
Bing-Yi Jing;Q. Shao;Wang Zhou
中科院分区：
文献类型：
--
作者：
Bing-Yi Jing;Q. Shao;Wang Zhou
本文试图建立独立同分布随机变量自规范和的一个不需要任何矩条件的泛中偏差。当分布在中心Feller类中时，指定中等偏差中的指数项。给出了重对数律的一个应用。
This paper is an attempt to establish a universal moderate deviation for self-normalized sums of independent and identically distributed random variables without any moment condition. The exponent term in the moderate deviation is specified when the distribution is in the centered Feller class. An application to the law of the iterated logarithm is given.