B. Tsirelson | Moderate deviations on different scales: no relations | Recent works |
Boris Tsirelson,
"Moderate deviations on different scales: no relations"
Israel Journal of Mathematics 203, 161-172 (2014). Online edition available
(not free, sorry):
http://link.springer.com/article/10.1007/s11856-014-0026-2
or from my site:
[download]
See also
arXiv.org/abs/1207.4865/
A short (11 pages) research paper. Bibl. 4 refs.
An example of a discrete-time stationary random process whose sums follow the normal approximation within a given part of the region of moderate deviations, but violate it outside this part.
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