Moderate deviations principle for products of sums of random variables

Moderate deviations principle for products of sums of random variables

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摘要 Let(Xn)n≥1 be a sequence of independent identically distributed(i.i.d.) positive random variables with EX1 = μ,Var(X1) = σ2.In the present paper,we establish the moderate deviations principle for the products of partial sums(πnk=1Sk/n!μn)1/(γbn√(2n))1where γ = σ/μ denotes the coefficient of variation and(bn) is the moderate deviations scale. Let（Xn）n≥1 be a sequence of independent identically distributed（i.i.d.） positive random variables with EX1 = μ,Var（X1） = σ2.In the present paper,we establish the moderate deviations principle for the products of partial sums（Πnk=1Sk/n!μn）1/（γbn√（2n））1where γ = σ/μ denotes the coefficient of variation and（bn） is the moderate deviations scale.

作者 MIAO Yu MU JianYong

机构地区 College of Mathematics and Information Science

出处《Science China Mathematics》 SCIE 2011年第4期769-784,共16页 中国科学：数学（英文版）

基金 supported by National Natural Science Foundation of China (Grant No.11001077)

关键词 moderate deviations principle products of sums independent identically distribution positive random variables 随机变量偏差产品独立同分布 VAR 部分和系数和

分类号 O211.5 [理学—概率论与数理统计] O212.6 [理学—概率论与数理统计]

作者简介 Corresponding author Email： yumiao728 @yahoo. com. cnjianyongmu@163.com

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参考文献18

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共引文献6

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Moderate deviations principle for products of sums of random variables

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