A conditional strong large deviation result and a functional central limit theorem for the rate function
Year: 2014
Type: preprint
Abstract: We study the large deviation behaviour of $S_n=\sum_{j=1}^n W_jZ_j$, where $(W_j)_{j \in \mathbb N}$ and $(Z_j)_{j \in \mathbb N}$ are sequences of real-valued, independent and identically distributed random variables satisfying certain moment conditions, independent of each other. More precisely, we prove a conditional strong large deviation result and describe the fluctuations of the random rate function through a functional central limit theorem.
Source: arXiv (Cornell University)
Authors: Bovier, Anton, Mayer, Hannah
Institution: University of Bonn
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W1516065315