期刊名称：Latin American Journal of Probability and Mathematical Statistics
电子版ISSN：1980-0436
出版年度：2017
卷号：XIV
页码：503-527
出版社：Instituto Nacional De Matemática Pura E Aplicada
摘要：Using martingale methods, we obtain some upper bounds for large andmoderate deviations of products of independent and identically distributed elementsof GLd(R). We investigate all the possible moment conditions, from superexponentialmoments to weak moments of order p > 1, to get a complete picture ofthe situation. We also prove a moderate deviation principle under an appropriatetail condition.
