AbstractLet {Xn,n⩾1} be i.i.d. Rd-valued random variables. We prove partial moderate deviation principles for self-normalized partial sums subject to minimal moment assumptions. Applications to the self-normalized law of the iterated logarithm are also discussed
Cramér type moderate deviation theorems quantify the accuracy of the relative error of the normal ap...
AbstractThe original Erdős—Rényi theorem states that max0⩽k⩽n∑k+[clogn]i=k+1Xi/[clogn]→α(c),c>0, alm...
This paper is an attempt to establish a universal moderate deviation for self-normalized sums of ind...
AbstractLet {Xn,n⩾1} be i.i.d. Rd-valued random variables. We prove partial moderate deviation princ...
Let be i.i.d. -valued random variables. We prove partial moderate deviation principles for self-norm...
AbstractLet {Y,Yi;i≥1} be a sequence of nondegenerate, independent and identically distributed rando...
Let X-1,X-2, ... be a sequence of independent random variables (r.v.s) belonging to the domain of at...
Let X-1, X-2,... be independent random variables with zero means and finite variances. It is well kn...
National audienceWe prove, for martingales self-normalized by their increasing process, the upper bo...
The main objective of this thesis is to state self-normalized large deviations principles, mainly fo...
Cram\'er's moderate deviations give a quantitative estimate for the relative error of the normal app...
AbstractA moderate deviation principle and a Strassen-type law of the iterated logarithm for the sma...
National audienceWe prove a self-normalized large deviation principle for sums of Banach space value...
AbstractA real-variable proof of a functional generalised law of the iterated logarithm due to Keste...
In this paper we present a tail inequality for the maximum of partial sums of a weakly dependent seq...
Cramér type moderate deviation theorems quantify the accuracy of the relative error of the normal ap...
AbstractThe original Erdős—Rényi theorem states that max0⩽k⩽n∑k+[clogn]i=k+1Xi/[clogn]→α(c),c>0, alm...
This paper is an attempt to establish a universal moderate deviation for self-normalized sums of ind...
AbstractLet {Xn,n⩾1} be i.i.d. Rd-valued random variables. We prove partial moderate deviation princ...
Let be i.i.d. -valued random variables. We prove partial moderate deviation principles for self-norm...
AbstractLet {Y,Yi;i≥1} be a sequence of nondegenerate, independent and identically distributed rando...
Let X-1,X-2, ... be a sequence of independent random variables (r.v.s) belonging to the domain of at...
Let X-1, X-2,... be independent random variables with zero means and finite variances. It is well kn...
National audienceWe prove, for martingales self-normalized by their increasing process, the upper bo...
The main objective of this thesis is to state self-normalized large deviations principles, mainly fo...
Cram\'er's moderate deviations give a quantitative estimate for the relative error of the normal app...
AbstractA moderate deviation principle and a Strassen-type law of the iterated logarithm for the sma...
National audienceWe prove a self-normalized large deviation principle for sums of Banach space value...
AbstractA real-variable proof of a functional generalised law of the iterated logarithm due to Keste...
In this paper we present a tail inequality for the maximum of partial sums of a weakly dependent seq...
Cramér type moderate deviation theorems quantify the accuracy of the relative error of the normal ap...
AbstractThe original Erdős—Rényi theorem states that max0⩽k⩽n∑k+[clogn]i=k+1Xi/[clogn]→α(c),c>0, alm...
This paper is an attempt to establish a universal moderate deviation for self-normalized sums of ind...
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