Asymptotic results for compound sums in separable Banach spaces

We prove large and moderate deviation results for sequences of compound sums, where the summands are i.i.d. random variables taking values in a separable Banach space. We establish that the results hold by proving that we are dealing with exponentially tight sequences. We present two moderate deviat...

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Veröffentlicht in:Probability and statistics 2024-11, Vol.28, p.329-349
Hauptverfasser: Macci, Claudio, Pacchiarotti, Barbara
Format: Artikel
Sprache:eng
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Zusammenfassung:We prove large and moderate deviation results for sequences of compound sums, where the summands are i.i.d. random variables taking values in a separable Banach space. We establish that the results hold by proving that we are dealing with exponentially tight sequences. We present two moderate deviation results: in the first one the summands are centered, in the second one the compound sums are centered.
ISSN:1262-3318
1262-3318
DOI:10.1051/ps/2024009