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Эта публикация цитируется в 1 научной статье (всего в 1 статье)
Теория вероятностей и математическая статистика
Exponential tightness for integral – type functionals of centered independent differently distributed random variables
A. V. Logachovabc, A. A. Mogulskiiac a Lab. of Probability Theory and Math. Statistics, Sobolev Institute of Mathematics, 4, Koptyuga ave., Novosibirsk, 630090, Russia
b Dep. of Computer Science in Economics, Novosibirsk State Technical University 20, K. Marksa ave., Novosibirsk, 630073, Russia
c Novosibirsk State University, 1, Pirogova str., Novosibirsk, 630090, Russia
Аннотация:
Exponential tightness is proved for a sequence of integral – type random fields constructed by centered independent differently distributed random variables. This result is proven using sufficient conditions for the exponential tightness of a sequence of continuous random fields of arbitrary form, which are also obtained in this paper.
Ключевые слова:
random field, Cramer's moment condition, large deviations principle, moderate deviations principle, exponential tightness.
Поступила 19 октября 2021 г., опубликована 11 мая 2022 г.
Образец цитирования:
A. V. Logachov, A. A. Mogulskii, “Exponential tightness for integral – type functionals of centered independent differently distributed random variables”, Сиб. электрон. матем. изв., 19:1 (2022), 273–284
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/semr1498 https://www.mathnet.ru/rus/semr/v19/i1/p273
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