和与极值的渐近结果

IF 0.7 4区 数学 Q3 STATISTICS & PROBABILITY Journal of Applied Probability Pub Date : 2024-03-13 DOI:10.1017/jpr.2023.118
Rita Giuliano, Claudio Macci, Barbara Pacchiarotti
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引用次数: 0

摘要

文献中经常使用 "中等偏差 "一词来指一类大偏差原理,从某种意义上说,它填补了某些随机变量向常数概率收敛与向居中高斯分布弱收敛之间的空白(当这些随机变量被适当地居中和重定标时)。当弱收敛于非高斯分布时,我们谈论非中心适度偏差。在本文中,我们证明了独立且同分布随机变量的和与最大值双变量序列的非中心中等偏差结果。我们还证明了一个随机变量无上界、最大值适当归一化的结果。最后,我们证明了独立且同分布指数随机变量部分最小值之和的中等偏差结果。
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Asymptotic results for sums and extremes

The term moderate deviations is often used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between a convergence in probability of some random variables to a constant, and a weak convergence to a centered Gaussian distribution (when such random variables are properly centered and rescaled). We talk about noncentral moderate deviations when the weak convergence is towards a non-Gaussian distribution. In this paper we prove a noncentral moderate deviation result for the bivariate sequence of sums and maxima of independent and identically distributed random variables bounded from above. We also prove a result where the random variables are not bounded from above, and the maxima are suitably normalized. Finally, we prove a moderate deviation result for sums of partial minima of independent and identically distributed exponential random variables.

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来源期刊
Journal of Applied Probability
Journal of Applied Probability 数学-统计学与概率论
CiteScore
1.50
自引率
10.00%
发文量
92
审稿时长
6-12 weeks
期刊介绍: Journal of Applied Probability is the oldest journal devoted to the publication of research in the field of applied probability. It is an international journal published by the Applied Probability Trust, and it serves as a companion publication to the Advances in Applied Probability. Its wide audience includes leading researchers across the entire spectrum of applied probability, including biosciences applications, operations research, telecommunications, computer science, engineering, epidemiology, financial mathematics, the physical and social sciences, and any field where stochastic modeling is used. A submission to Applied Probability represents a submission that may, at the Editor-in-Chief’s discretion, appear in either the Journal of Applied Probability or the Advances in Applied Probability. Typically, shorter papers appear in the Journal, with longer contributions appearing in the Advances.
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