Cram'er type moderate deviations for the maximum of self-normalized sums

DOI10.1214/EJP.V14-663zbMath1196.60037MaRDI QIDQ1039141

Zhishui Hu, Qiying Wang, Qui-Man Shao

Publication date: 20 November 2009

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/232303

zbMATH Keywords

large deviationmoderate deviationself-normalized sum

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Large deviations (60F10)

Related Items (9)

Self-normalized Cramér type moderate deviations for the maximum of sums ⋮ Almost sure convergence for self-normalized products of sums of partial sums of ρ¯-mixing sequences ⋮ A kind of complete moment convergence for self-normalized sums ⋮ Almost sure central limit theorem for self-normalized products of partial sums of negatively associated sequences ⋮ Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series ⋮ A general law of complete moment convergence for self-normalized sums ⋮ Self-normalized Cramér type moderate deviations for martingales ⋮ Almost sure central limit theorem for self-normalized partial sums of negatively associated random variables ⋮ Exact rates in complete moment convergence of self-normalized sums for multidimensionally indexed random variables

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