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):
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.

  1. Introduction.
  2. Constructing a process.
  3. Examining the process.
  4. Combining such processes.
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