Self-normalized moderate deviations and lils

DOI10.1016/S0304-4149(98)00007-6zbMath0934.60020OpenAlexW1967704622MaRDI QIDQ1805758

Amir Dembo, Qui-Man Shao

Publication date: 18 November 1999

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(98)00007-6

zbMATH Keywords

large deviationslaw of iterated logarithmmoment generating functionmoderate deviationspartial large deviation principle

Mathematics Subject Classification ID

Strong limit theorems (60F15) Large deviations (60F10)

Related Items (1)

The moderate deviation principle for self-normalized sums of sums of i.i.d. random variables

Cites Work

• Self-normalized laws of the iterated logarithm
• Strong limit theorems for large and small increments of \(\ell^ p\)- valued Gaussian processes
• Self-normalized large deviations
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