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A supplement to the laws of large numbers and the large deviations
Stochastics ( IF 0.9 ) Pub Date : 2021-03-28 , DOI: 10.1080/17442508.2021.1903465
Deli Li 1 , Yu Miao 2
Affiliation  

Let 0<p<2. Let {X,Xn;n 1} be a sequence of independent and identically distributed B-valued random variables and set Sn=i=1nXi, n 1. In this paper, an analogue of large deviation principle is established under assumption Sn/n1/pP0 only. The main tools employed in proving this result are the symmetrization technique and three powerful inequalities established by Hoffmann-Jørgensen [Sums of independent Banach space valued random variables, Studia Math. 52 (1974), pp. 159–186], de Acosta [Inequalities for B-valued random vectors with applications to the law of large numbers, Ann. Probab. 9 (1981), pp. 157–161] and Ledoux and Talagrand [Probability in Banach Spaces: Isoperimetry and Processes, Springer-Verlag, Berlin, 1991], respectively. As a special case of this result, the main results of Hu and Nyrhinen [Large deviations view points for heavy-tailed random walks, J. Theoret. Probab. 17 (2004), pp. 761–768] are not only improved, but also extended.



中文翻译:

大数定律和大偏差的补充

让 0 < p < 2。让{X,Xn;n 1} 是一个独立同分布的序列 -valued 随机变量并设置 n=一世=1nX一世, n 1. 本文在假设条件下建立了大偏差原理的类比n/n1/0 只要。证明这一结果的主要工具是对称化技术和 Hoffmann-Jørgensen 建立的三个强大的不等式 [独立 Banach 空间值随机变量的总和,Studia Math。52 (1974), pp. 159–186], de Acosta [B 值随机向量的不等式在大数定律中的应用,Ann。可能。9 (1981), pp. 157–161] 和 Ledoux 和 Talagrand [ Banach 空间中的概率:等周测量和过程,Springer-Verlag,柏林,1991]。作为这个结果的一个特例,Hu 和 Nyrhinen 的主要结果 [重尾随机游走的大偏差观点,J. Theoret 。可能。17 (2004), pp. 761–768] 不仅得到了改进,而且得到了扩展。

更新日期:2021-03-28
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