We prove large and moderate deviation results for sequences of compound sums, where the summands are i.i.d. random variables taking values in a separable Banach space. We establish that the results hold by proving that we are dealing with exponentially tight sequences. We present two moderate deviation results: in the first one the summands are centered, in the second one the compound sums are centered.
Macci, C., Pacchiarotti, B. (2024). Asymptotic results for compound sums in separable Banach spaces. ESAIM: PROBABILITY AND STATISTICS, 28, 329-349 [10.1051/ps/2024009].
Asymptotic results for compound sums in separable Banach spaces
Macci, Claudio
;Pacchiarotti, Barbara
2024-01-01
Abstract
We prove large and moderate deviation results for sequences of compound sums, where the summands are i.i.d. random variables taking values in a separable Banach space. We establish that the results hold by proving that we are dealing with exponentially tight sequences. We present two moderate deviation results: in the first one the summands are centered, in the second one the compound sums are centered.File in questo prodotto:
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