Some examples of noncentral moderate deviations for sequences of real random variables
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
Rita Giuliano, Claudio Macci
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Impact of the Angles of the Septal Deviation on the Degree of the Mastoid Pneumatization [PDF]
Introduction: The aim was to explore the developmental relationships between the angles of septal deviations and the degree of the mastoid pneumatization.
Mustafa Çelik +4 more
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Moderate deviations for recursive stochastic algorithms
We prove a moderate deviation principle for the continuous time interpolation of discrete time recursive stochastic processes. The methods of proof are somewhat different from the corresponding large deviation result, and in particular the proof of the ...
Paul Dupuis, Dane Johnson
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Moderate deviations for I.I.D. random variables [PDF]
We derive necessary and sufficient conditions for a sum of i.i.d. random variables $\sum_{i=1}^n X_i/b_n$ – where $\frac {b_n} n \downarrow 0$, but $\frac {b_n} {\sqrt n} \uparrow \infty$ – to satisfy a moderate deviations principle.
Peter Eichelsbacher +3 more
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Large and moderate deviation principles for nonparametric recursive kernel distribution estimators defined by stochastic approximation method [PDF]
In this paper we prove large and moderate deviations principles for the recursive kernel estimators of a distribution function defined by the stochastic approximation algorithm. We show that the estimator constructed using the stepsize which minimize the
Yousri Slaoui
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Moderate deviations for a stochastic Burgers equation
A moderate deviations principle for the law of a stochastic Burgers equation is proved via the weak convergence approach. In addition, some useful estimates toward a central limit theorem are established.
Rachid Belfadli +2 more
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Assessing the Accuracy of National Population Projections
Few producers of official population projections provide regular evaluations of past projection inaccuracies. This paper assesses deviations between the projected and registered total population for Norway (1996–2018), as well as deviations in the age ...
Michael Thomas +3 more
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Moderate deviations and central limit theorem for positive diffusions
In this paper, we establish a central limit theorem and a moderate deviation principle for the positive diffusions, including the CEV and CIR models. The proof is based on the exponential approximations theorem and Burkholder-Davis-Gundy’s inequality.
Yumeng Li, Shuguang Zhang
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Web renewal counting processes and their applications in insurance
This paper investigates a nonstandard renewal counting process with dependent inter-arrival times-web renewal process. Several limit properties, including the tail of the exponential moment which is a crucial condition in many situations, are obtained ...
Rong Li, Xiuchun Bi, Shuguang Zhang
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Large and moderate deviations for infinite-dimensional autoregressive processes [PDF]
We consider large and moderate deviations for the empirical mean and covariance of hilbertian autoregressive processes. As an application we obtain moderate deviations principles for the eigenvalues and associated projectors of the empirical ...
Menneteau, Ludovic +3 more
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