Moderate deviations principle for products of sums of random variables

作者：Miao Yu^*; Mu JianYong

来源：Science China Mathematics, 2011, 54(4): 769-784.

DOI：10.1007/s11425-011-4195-8

• moderate deviations principle
• products of sums
• independent identically distribution
• positive random variables

Let (X (n) ) (n >= 1) be a sequence of independent identically distributed (i.i.d.) positive random variables with EX (1) = mu, Var(X (1)) = sigma (2). In the present paper, we establish the moderate deviations principle for the products of partial sums (Pi(n)(k=1) S-k /n vertical bar mu(n))(1/(gamma bn root 2n)) where gamma = sigma/A mu denotes the coefficient of variation and (b (n) ) is the moderate deviations scale.

• 出版日期2011-4
• 单位河南师范大学