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On moderate deviations for martingales [PDF]
The Annals of Probability, 1997 Preprint: Weierstraß-Institut für Angewandte Analysis und Stochastik, vol ...
Grama, Ion G., Grama, Ion
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Moderate deviations for Markovian occupation times [PDF]
Stochastic Processes and their Applications, 2001 Probabilities of moderate deviations for the occupation time of a Markov chain are studied under Darling-Kac type condition. The results are applied to the law of iterated logarithm. Statements for Markov processes with continuous time are formulated analogously.
Xia Chen, Chen, Xia
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Non-central moderate deviations for compound fractional Poisson processes [PDF]
, 2022 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
Beghin L., Macci C.
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Asymptotic results for families of random variables having power series distributions
Modern Stochastics: Theory and Applications, 2022 Suitable families of random variables having power series distributions are considered, and their asymptotic behavior in terms of large (and moderate) deviations is studied.
Claudio Macci +2 more
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On moderate deviations in Poisson approximation [PDF]
Journal of Applied Probability, 2020 AbstractIn this paper we first use the distribution of the number of records to demonstrate that the right tail probabilities of counts of rare events are generally better approximated by the right tail probabilities of a Poisson distribution than those of the normal distribution.
Qingwei Liu, Aihua Xia
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New Classes of the Moderate Deviation Functions [PDF]
Atlantis Studies in Uncertainty Modelling, 2021 At present, in the field of aggregation of various input values, attention is focused on the construction of aggregation functions using other functions that can affect the resulting aggregated value. This resulting value should characterize the properties of the individual input values as accurately as possible.
Jana Spirková +3 more
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Modern Stochastics: Theory and Applications, 2020 We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. This kind of processes are useful in the study of chain molecular diffusions.
Luisa Beghin +2 more
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Moderate Deviations in Channel Coding [PDF]
IEEE Transactions on Information Theory, 2014 Submitted to IEEE Trans.
Yucel Altug, Aaron B. Wagner
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Moderate Averaged Deviations for a Multi-Scale System with Jumps and Memory
Dynamics, 2023 This work studies a two-time-scale functional system given by two jump diffusions under the scale separation by a small parameter ε→0. The coefficients of the equations that govern the dynamics of the system depend on the segment process of the slow ...
André de Oliveira Gomes, Pedro Catuogno
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Moderate Deviations via Cumulants [PDF]
Journal of Theoretical Probability, 2012 The purpose of the present paper is to establish moderate deviation principles for a rather general class of random variables fulfilling certain bounds of the cumulants. We apply a celebrated lemma of the theory of large deviations probabilities due to Rudzkis, Saulis and Statulevicius. The examples of random objects we treat include dependency graphs,
Döring, Hanna, Eichelsbacher, Peter
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