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A local limit theorem for moderate deviations

机译:中度偏差的局部极限定理

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The purpose of this note is to establish a uniform estimate for the mass function P(S-m = y) of an integer-valued random walk when y --> infinity and (y - m mu)/rootm --> infinity where mu is the mean of the step distribution. (The local central limit theorem provides such an estimate when (y - m mu)/ rootm is bounded.) The assumptions are that the mass function p of the step distribution is regularly varying at infinity with index -kappa, where kappa > 3, and that Sigma (infinity)(n=0)n(x ')p(-n) < infinity for some kappa ' > 2. From this result, a ratio limit theorem is derived, and this in turn Is applied to yield some new information about the space-time Martin boundary of certain random walks. [References: 10]
机译:本说明的目的是当y->无穷大且(y-m mu)/ rootm->无穷大时,对一个整数值的随机游动的质量函数P(Sm = y)建立统一估计,其中mu为阶跃分布的平均值。 (当(y-m mu)/ rootm有界时,局部中心极限定理提供了这样的估计。)假设阶跃分布的质量函数p随索引-kappa无限变化,其中kappa> 3,且Sigma(infinity)(n = 0)n(x')p(-n)<某些kappa'> 2的无穷大。从该结果得出比率极限定理,然后将其应用以产生一些有关某些随机游走的时空马丁边界的新信息。 [参考:10]

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