A. V. Logachov, A. A. Mogulskii, “Exponential tightness for integral – type functionals of centered independent differently distributed random variables”, Sib. Èlektron. Mat. Izv., 2022, Volume 19, Issue 1,Pages <nobr>273

This article is cited in 1 paper

Probability theory and mathematical statistics

Exponential tightness for integral – type functionals of centered independent differently distributed random variables

A. V. Logachov^abc, A. A. Mogulskii^ac

^a Lab. of Probability Theory and Math. Statistics, Sobolev Institute of Mathematics, 4, Koptyuga ave., Novosibirsk, 630090, Russia
^b Dep. of Computer Science in Economics, Novosibirsk State Technical University 20, K. Marksa ave., Novosibirsk, 630073, Russia
^c Novosibirsk State University, 1, Pirogova str., Novosibirsk, 630090, Russia

Abstract: Exponential tightness is proved for a sequence of integral – type random fields constructed by centered independent differently distributed random variables. This result is proven using sufficient conditions for the exponential tightness of a sequence of continuous random fields of arbitrary form, which are also obtained in this paper.

Keywords: random field, Cramer's moment condition, large deviations principle, moderate deviations principle, exponential tightness.

UDC: 519.21

MSC: 60G60, 60F10

Received October 19, 2021, published May 11, 2022

Language: English

DOI: 10.33048/semi.2022.19.021