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Summary: Large and moderate deviations of empirical
processes with nonstandard rates 1
Miguel A. Arcones
Department of Mathematical Sciences
Binghamton University
Binghamton, NY 13902
arcones@math.binghamton.edu
Abstract
We discuss the large and moderate deviations of a type of empirical processes whose
finite dimensional distributions do not satisfy the Cram´er condition. Nonstandard speeds
and rate functions appear.
May 8, 2004
1
AMS 2000 subject classifications. Primary 60F10.
Key words and phrases. Large deviations, moderate deviations, empirical processes.
1
1 Introduction
We consider the large and moderate deviations of a particular type of empirical processes
whose finite dimensional distributions do not satisfy the Cram´er condition. The speed and
rate functions in the large and moderate deviations of these empirical processes are different
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