In this paper we generalize Theorem 3.3 in Giuliano and Macci (2011). More precisely we prove the full large deviation principle without assuming a particular condition in that theorem and, moreover, we give some results for the case of random variables with thin tails (and not super-exponential tails). As an application we deduce some consequences for the logarithmic means of some random variables expressed in terms of a C-process.
Giuliano, R., Macci, C. (2018). Large deviations for some logarithmic means in the case of random variables with thin tails. STATISTICS & PROBABILITY LETTERS, 138, 47-56 [10.1016/j.spl.2018.02.066].
Large deviations for some logarithmic means in the case of random variables with thin tails
C. Macci
2018-01-01
Abstract
In this paper we generalize Theorem 3.3 in Giuliano and Macci (2011). More precisely we prove the full large deviation principle without assuming a particular condition in that theorem and, moreover, we give some results for the case of random variables with thin tails (and not super-exponential tails). As an application we deduce some consequences for the logarithmic means of some random variables expressed in terms of a C-process.File in questo prodotto:
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