Abstract:
In this paper, we obtain the moderate deviations principle
for a sequence of products of independent partial sums
of positive independent identically distributed random variables.
We assumed that these random variables satisfy the Cramer condition
as well as an additional moment condition.
As a consequence, we obtain the moderate deviations principle
for a sequence of determinants of Wishart matrices.
Keywords:large deviations principle, moderate deviations principle,
product of sums of random variables, positive random variable,
random matrix, Wishart matrix.
Fulltext:
PDF file (631 kB)
First page:
PDF file
