{ "id": "2210.02098", "version": "v1", "published": "2022-10-05T08:35:59.000Z", "updated": "2022-10-05T08:35:59.000Z", "title": "Asymptotic results for sums and extremes", "authors": [ "Rita Giuliano", "Claudio Macci", "Barbara Pacchiarotti" ], "comment": "14", "categories": [ "math.PR" ], "abstract": "The term moderate deviations is often used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between a convergence in probability of some random variables to a constant, and a weak convergence to a centered Gaussian distribution (when such random variables are properly centered and rescaled). We talk about non-central moderate deviations when the weak convergence is towards some non-Gaussian weak limit. In this paper we prove a non-central moderate deviation result for the bivariate sequence of sums and maxima of i.i.d. random variables. Moreover, we prove a moderate deviation result for sums of partial minima of i.i.d. exponential random variables.", "revisions": [ { "version": "v1", "updated": "2022-10-05T08:35:59.000Z" } ], "analyses": { "keywords": [ "asymptotic results", "non-central moderate deviation result", "weak convergence", "large deviation principles", "term moderate deviations" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }