Displaying similar documents to “On the Chung-Diaconis-Graham random process.”

Moderate deviations for I.I.D. random variables

Peter Eichelsbacher, Matthias Löwe (2003)

ESAIM: Probability and Statistics

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We derive necessary and sufficient conditions for a sum of i.i.d. random variables i = 1 n X i / b n – where b n n 0 , but b n n – to satisfy a moderate deviations principle. Moreover we show that this equivalence is a typical moderate deviations phenomenon. It is not true in a large deviations regime.