Exponential tightness for integral–type functionals of centered independent differently distributed random variables

Authors

  • Artem Logachov Novosibirsk State Technical University, Novosibirsk State University
  • Anatolii Mogulskii Sobolev Institute of Mathematics SO RAN, Novosibirsk State University

Keywords:

Random field, Cramer’s moment condition, large deviations principle, moderate deviations principle, exponential tightness.

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.

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Published

2022-05-11

Issue

Vol. 19 No. 1 (2022): Volume 19, N 1

Section

Probability theory and mathematical statistics