Some examples of noncentral moderate deviations for sequences of real random variables
Volume 10, Issue 2 (2023), pp. 111–144
Pub. online: 19 January 2023
Type: Research Article
Open Access
Open Access
Received
14 July 2022
14 July 2022
Revised
6 January 2023
6 January 2023
Accepted
6 January 2023
6 January 2023
Published
19 January 2023
19 January 2023
Abstract
The term moderate deviations is often used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between a convergence in probability to zero (governed by a large deviation principle) and a weak convergence to a centered normal distribution. In this paper, some examples of classes of large deviation principles of this kind are presented, but the involved random variables converge weakly to Gumbel, exponential and Laplace distributions.
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