CRAMÉR-TYPE MODERATE DEVIATIONS UNDER LOCAL DEPENDENCE

• 成果类型: Article
• 署名作者: Liu, Song-hao; Zhang, Zhuo-song
• 署名单位: Southern University of Science & Technology
• 刊物名称: ANNALS OF APPLIED PROBABILITY
• ISSN/ISSBN: 1050-5164
• DOI: 10.1214/23-AAP1931
• 发表日期: 2023
• 页码: 4747-4797
• 关键词: normal approximation; LIMIT-THEOREMS; cramer; sums; martingales; remainder; bounds; rates

摘要

We establish Cramer-type moderate deviation theorems for the sums of locally dependent random variables and combinatorial central limit theorems. Optimal error bounds and convergence ranges are obtained under some mild exponential moment conditions. Our main results are more general or sharper than the results in the literature. The main results follow from a more gen-eral Cramer-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.