arXiv:2303.08788 [math.PR]AbstractReferencesReviewsResources
Asymptotic results for compound sums in Banach Spaces
Claudio Macci, Barbara Pacchiarotti
Published 2023-03-15Version 1
We prove large and moderate deviation results for sequences of compound sums, where the summands are i.i.d. random variables taking values on a Banach space. We establish that the results hold by proving that we are dealing with exponentially tight sequences. We present two moderate deviation results: in the first one the summands are centered, in the second one the compound sums are centered.
Comments: 17 pages
Categories: math.PR
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