Exponential tightness for integral -- type functionals of centered independent differently distributed random variables
Sibirskie èlektronnye matematičeskie izvestiâ, Tome 19 (2022) no. 1, pp. 273-284
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Exponential tightness is proved for a sequence of integral – type random fields constructed by centered independent differently distributed random variables. This result is proven using sufficient conditions for the exponential tightness of a sequence of continuous random fields of arbitrary form, which are also obtained in this paper.
Keywords:
random field, large deviations principle, moderate deviations principle, exponential tightness.
Mots-clés : Cramer's moment condition
Mots-clés : Cramer's moment condition
@article{SEMR_2022_19_1_a17,
author = {A. V. Logachov and A. A. Mogulskii},
title = {Exponential tightness for integral -- type functionals of centered independent differently distributed random variables},
journal = {Sibirskie \`elektronnye matemati\v{c}eskie izvesti\^a},
pages = {273--284},
publisher = {mathdoc},
volume = {19},
number = {1},
year = {2022},
language = {en},
url = {http://geodesic.mathdoc.fr/item/SEMR_2022_19_1_a17/}
}
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A. V. Logachov; A. A. Mogulskii. Exponential tightness for integral -- type functionals of centered independent differently distributed random variables. Sibirskie èlektronnye matematičeskie izvestiâ, Tome 19 (2022) no. 1, pp. 273-284. http://geodesic.mathdoc.fr/item/SEMR_2022_19_1_a17/