Cram\'er-type Moderate deviations under local dependence

Song-Hao Liu; Zhuo-Song Zhang

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arXiv · 2112.10946

Cram\'er-type Moderate deviations under local dependence

Song-Hao Liu·Zhuo-Song Zhang

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Abstract

We establish Cram\'er-type moderate deviation theorems for sums of locally dependent random variables and combinatorial central limit theorems. Under some mild exponential moment conditions, optimal error bounds and convergence ranges are obtained. Our main results are more general or shaper than the existing results in the literature. The main results follows from a more general Cram\'er-type moderate deviation theorem for dependent random variables without any boundedness assumptions, which is of independent interest. The proofs couple Stein's method with a recursive argument.

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Song-Hao Liu, Zhuo-Song Zhang. 2021-12-21. Cram\'er-type Moderate deviations under local dependence. https://arxiv.org/abs/2112.10946

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