Large deviations for some logarithmic means in the case of random variables with thin tails

Rita Giuliano and Claudio Macci

Statistics & Probability Letters, 2018, vol. 138, issue C, 47-56

Abstract: In this paper we generalize Theorem 3.3 in Giuliano and Macci (2011). More precisely we prove the full large deviation principle without assuming a particular condition in that theorem and, moreover, we give some results for the case of random variables with thin tails (and not super-exponential tails). As an application we deduce some consequences for the logarithmic means of some random variables expressed in terms of a C-process.

Keywords: Almost sure central limit theorem; C-process; Exposed point (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1016/j.spl.2018.02.066

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