Skip to Main content Skip to Navigation
Preprints, Working Papers, ...

Large deviation results for triangular arrays of semiexponential random variables

Abstract : Asymptotics deviation probabilities of the sum S n = X 1 + · · · + X n of independent and identically distributed real-valued random variables have been extensively investigated , in particular when X 1 is not exponentially integrable. For instance, A.V. Nagaev formulated exact asymptotics results for P(S n > x n) when X 1 has a semiexponential distribution (see, [16, 17]). In the same setting, the authors of [4] derived deviation results at logarithmic scale with shorter proofs relying on classical tools of large deviation theory and expliciting the rate function at the transition. In this paper, we exhibit the same asymptotic behaviour for triangular arrays of semiexponentially distributed random variables, no more supposed absolutely continuous.
Document type :
Preprints, Working Papers, ...
Complete list of metadata

Cited literature [23 references]  Display  Hide  Download
Contributor : Agnes Lagnoux Connect in order to contact the contributor
Submitted on : Friday, October 16, 2020 - 5:55:43 PM
Last modification on : Wednesday, November 3, 2021 - 4:17:45 AM


Files produced by the author(s)


  • HAL Id : hal-02968048, version 1
  • ARXIV : 2010.09276


Thierry Klein, Agnès Lagnoux, P Petit. Large deviation results for triangular arrays of semiexponential random variables. 2020. ⟨hal-02968048⟩



Record views


Files downloads