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.
2018
Pubblicato
Rilevanza internazionale
Articolo
Esperti anonimi
Settore MAT/06 - PROBABILITA' E STATISTICA MATEMATICA
English
Almost sure central limit theorem C-process Exposed point
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].
Giuliano, R; Macci, C
Articolo su rivista
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2108/196894
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