Asymptotic results for compound sums in separable Banach spaces
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2023
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| Soggetti: | |
| Accesso online: | |
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| _version_ | 1866911867113308160 |
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| author | Macci, Claudio Pacchiarotti, Barbara |
| author_facet | Macci, Claudio Pacchiarotti, Barbara |
| contents | We prove large and moderate deviation results for sequences of compound sums, where the summands are i.i.d. random variables taking values in a separable Banach space. We establish that the results hold by proving that we are dealing with exponentially tight sequences. We present two moderate deviation results: in the first one the summands are centered, in the second one the compound sums are centered. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2303_08788 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Asymptotic results for compound sums in separable Banach spaces Macci, Claudio Pacchiarotti, Barbara Probability 60F10, 60G50, 60B12 We prove large and moderate deviation results for sequences of compound sums, where the summands are i.i.d. random variables taking values in a separable Banach space. We establish that the results hold by proving that we are dealing with exponentially tight sequences. We present two moderate deviation results: in the first one the summands are centered, in the second one the compound sums are centered. |
| title | Asymptotic results for compound sums in separable Banach spaces |
| topic | Probability 60F10, 60G50, 60B12 |
| url | https://arxiv.org/abs/2303.08788 |