A. V. Logachov, A. A. Mogul'skii, “Moderate deviation principles for the trajectories of inhomogeneous random walks”, Sibirsk. Mat. Zh., 2023, Volume 64, Number 1,Pages <nobr>133

Moderate deviation principles for the trajectories of inhomogeneous random walks

A. V. Logachov^abc, A. A. Mogul'skii^ab

^a Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk
^b Novosibirsk State University
^c Novosibirsk State Technical University

Abstract: We obtain some moderate deviation principles for the random broken lines constructed from the sums of differently distributed independent random variables under broad assumptions about moments.

Keywords: random walk, large deviation principle, moderate deviation principle, exponential tightness.

UDC: 519.2

MSC: 35R30

Received: 07.11.2021
Revised: 04.10.2022
Accepted: 10.10.2022

DOI: 10.33048/smzh.2023.64.113