Exponential tightness for integral – type functionals of centered independent differently distributed random variables Full article
| Journal |
Сибирские электронные математические известия (Siberian Electronic Mathematical Reports)
, E-ISSN: 1813-3304 |
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| Output data | Year: 2022, Volume: 19, Number: 1, Pages: 273–284 Pages count : DOI: 10.33048/semi.2022.19.021 | ||||||
| Tags | random field, Cramer's moment condition, large deviations principle, moderate deviations principle, exponential tightness | ||||||
| Authors |
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| Affiliations |
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Funding (1)
| 1 |
Министерство науки и высшего образования РФ Mathematical Center in Akademgorodok |
075-15-2019-1613, 075-15-2022-281 |
Abstract:
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.
Cite:
Logachov A.V.
, Mogulskii A.A.
Exponential tightness for integral – type functionals of centered independent differently distributed random variables
Сибирские электронные математические известия (Siberian Electronic Mathematical Reports). 2022. V.19. N1. P.273–284. DOI: 10.33048/semi.2022.19.021 WOS Scopus РИНЦ MathNet
Exponential tightness for integral – type functionals of centered independent differently distributed random variables
Сибирские электронные математические известия (Siberian Electronic Mathematical Reports). 2022. V.19. N1. P.273–284. DOI: 10.33048/semi.2022.19.021 WOS Scopus РИНЦ MathNet
Dates:
| Published online: | May 11, 2021 |
| Submitted: | Oct 19, 2021 |
| Published print: | May 11, 2022 |
Identifiers:
| Web of science: | WOS:000793381900009 |
| Scopus: | 2-s2.0-85129754997 |
| Elibrary: | 49384633 |
| MathNet: | 1498 |