Large and Moderate Deviation Limit Theorems for Arbitrary Sequences of Random Variables, with Applications
Abstract
In this research project we have obtained several limit theorems for arbitrary and dependent sequences of random variables. The limit theorems considered in this project fall into three categories namely, Large deviation local limit theorems, Strong large deviation theorems and Strong moderate deviation theorems. These three categories are dependent in the sense they all are subcategories of large deviation theory. The theory of large deviation and its many uses are well described in the book by Ellis (1985) and the monograph by Varadhan (1984). This work generalized several classical limit theorems that were obtained in the literature for independent and identically distributed random variables.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 03, 1991
- Accession Number
- ADA246701
Entities
People
- Narasinga R. Chaganty
Organizations
- Old Dominion University