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Moderate Deviations Principle for Products of Independent Partial Sums of Independent Random Variables Full article

Journal Mathematical Notes
ISSN: 0001-4346 , E-ISSN: 1573-8876
Output data Year: 2025, Volume: 117, Number: 5-6, Pages: 967-986 Pages count : 20 DOI: 10.1134/s0001434625602916
Tags large deviations principle, moderate deviations principle, product of sums of random variables, positive random variable, random matrix, Wishart matrix.
Authors Efremov E.V. 1 , Logachev A.V. 1
Affiliations
1 Sobolev Institute of Mathematics, Siberian Branch of Russian Academy of Sciences

Funding (1)

1 Sobolev Institute of Mathematics FWNF-2022-0010

Abstract: In this paper, we obtain the moderate deviations principle for a sequence of products of independent partial sums of positive independent identically distributed random variables. We assumed that these random variables satisfy the Cramer condition as well as an additional moment condition. As a consequence, we obtain the moderate deviations principle for a sequence of determinants of Wishart matrices.
Cite: Efremov E.V. , Logachev A.V.
Moderate Deviations Principle for Products of Independent Partial Sums of Independent Random Variables
Mathematical Notes. 2025. V.117. N5-6. P.967-986. DOI: 10.1134/s0001434625602916 Scopus РИНЦ OpenAlex
Original: Ефремов Е.В. , Логачев А.В.
Принцип умеренно больших уклонений для произведений независимых частичных сумм независимых случайных величин
Математические заметки. 2025. Т.117. №6. С.879–897. DOI: 10.4213/mzm14566 РИНЦ OpenAlex
Dates:
Submitted: Nov 14, 2024
Accepted: Jan 13, 2025
Published print: Sep 8, 2025
Published online: Sep 8, 2025
Identifiers:
Scopus: 2-s2.0-105015206885
Elibrary: 82850509
OpenAlex: W4414052697
Citing: Пока нет цитирований
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