Scholarlink

Abstract <p> 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. </p>

错误：搜索内容不能为空，请输入英文关键词
错误：关键词超出字数限制，请精简
高级检索

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

  • 期刊论文

  • 发表日期：

    2025年6月1日

查看全文
  • E. V. Efremov,
  • A. V. Logachev

摘要

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.