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April, 1980 Convergence Rates for Probabilities of Moderate Deviations for Sums of Random Variables with Multidimensional Indices
Allan Gut
Ann. Probab. 8(2): 298-313 (April, 1980). DOI: 10.1214/aop/1176994778

Abstract

For a set of i.i.d. random variables indexed by $Z^d_+, d \geqslant 1$, the positive integer $d$-dimensional lattice points, convergence rates for moderate deviations are derived, i.e., the rate of convergence to zero of, for example, certain tail probabilities of the partial sums, are determined. As an application we obtain results on the integrability of last exit times (in a certain sense) and the number of boundary crossings of the partial sums.

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Allan Gut. "Convergence Rates for Probabilities of Moderate Deviations for Sums of Random Variables with Multidimensional Indices." Ann. Probab. 8 (2) 298 - 313, April, 1980. https://doi.org/10.1214/aop/1176994778

Information

Published: April, 1980
First available in Project Euclid: 19 April 2007

zbMATH: 0429.60022
MathSciNet: MR566595
Digital Object Identifier: 10.1214/aop/1176994778

Subjects:
Primary: 60F15
Secondary: 60G50

Rights: Copyright © 1980 Institute of Mathematical Statistics

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Vol.8 • No. 2 • April, 1980
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