A conditional strong large deviation result and a functional central limit theorem for the rate function

Anton Bovier; Hannah Mayer

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arXiv · 1411.5803

A conditional strong large deviation result and a functional central limit theorem for the rate function

Anton Bovier·Hannah Mayer

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Abstract

We study the large deviation behaviour of $S_n=\sum_{j=1}^n W_jZ_j$, where $(W_j)_{j \in \mathbb N}$ and $(Z_j)_{j \in \mathbb N}$ are sequences of real-valued, independent and identically distributed random variables satisfying certain moment conditions, independent of each other. More precisely, we prove a conditional strong large deviation result and describe the fluctuations of the random rate function through a functional central limit theorem.

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Anton Bovier, Hannah Mayer. 2014-11-21. A conditional strong large deviation result and a functional central limit theorem for the rate function. https://arxiv.org/abs/1411.5803

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