Large deviation principles for sequences of logarithmically weighted means

In this paper we consider several examples of sequences of partial sums of triangular arrays of random variables {Xn:n?1}; in each case Xn converges weakly to an infinitely divisible distribution (a Poisson distribution or a centered Normal distribution). For each sequence we prove large deviation results for the logarithmically weighted means with speed function . We also prove a sample path large deviation principle for {Xn:n?1} defined by , where σ²∈(0,∞) and {Un:n?1} is a sequence of independent standard Brownian motions.