Functional moderate deviations for triangular arrays and applications

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dc.creatorMerlevede, Florence
dc.creatorPeligrad, Magda
dc.date2008-05-05
dc.date.accessioned2026-07-07T09:37:13Z
dc.date.available2026-07-07T09:37:13Z
dc.descriptionMotivated by the study of dependent random variables by coupling with independent blocks of variables, we obtain first sufficient conditions for the moderate deviation principle in its functional form for triangular arrays of independent random variables. Under some regularity assumptions our conditions are also necessary in the stationary case. The results are then applied to derive moderate deviation principles for linear processes, kernel estimators of a density and some classes of dependent random variables.
dc.description20 pages. To appear in Alea
dc.identifierhttps://arxiv.org/abs/0805.0617
dc.identifierhttp://arxiv.org/abs/0805.0617
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/160383
dc.subjectProbability
dc.subject60F10; 60G50
dc.titleFunctional moderate deviations for triangular arrays and applications
dc.typetext

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