Moderate deviations on different scales: no relations

2012/07/20 by Boris Tsirelson, Tsirelson, Boris
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #advanced mathematical theories

paper · pdf · doi:10.48550/arxiv.1207.4865

openalex publication_date 2012/07/20 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

An example of a discrete-time stationary random process whose sums follow the normal approximation within a given part of the region of moderate deviations, but violate it outside this part.

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