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Convergence of the probability of large deviations in a model of correlated random variables having compact-support $Q$-Gaussians as limiting distributions

We consider correlated random variables $X_1,\dots,X_n$ taking values in $\{0,1\}$ such that, for any permutation $π$ of $\{1,\dots,n\}$, the random vectors $(X_1,\dots,X_n)$ and $(X_{π(1)},\dots,X_{π(n)})$ have the same distribution. This distribution, which was introduced by Rodríguez et al (2008) and then generalized by Hanel et al (2009), is scale-invariant and depends on a real parameter $ν>0$ ($ν\to\infty$ implies independence). Putting $S_n=X_1+\cdots+X_n$, the distribution of $S_n-n/2$ approaches a $Q$-Gaussian distribution with compact support ($Q=1-1/(ν-1)<1$) as $n$ increases, after appropriate scaling. In the present article, we show that the distribution of $S_n/n$ converges, as $n\to\infty$, to a beta distribution with both parameters equal to $ν$. In particular, the law of large numbers does not hold since, if $0\le x<1/2$, then $\mathbb{P}(S_n/n\le x)$, which is the probability of the event $\{S_n/n\le x\}$ (large deviation), does not converges to zero as $n\to\infty$. For $x=0$ and every real $ν>0$, we show that $\mathbb{P}(S_n=0)$ decays to zero like a power law of the form $1/n^ν$ with a subdominant term of the form $1/n^{ν+1}$. If $0<x\le 1$ and $ν>0$ is an integer, we show that we can analytically find upper and lower bounds for the difference between $\mathbb{P}(S_n/n\le x)$ and its ($n\to\infty$) limit. We also show that these bounds vanish like a power law of the form $1/n$ with a subdominant term of the form $1/n^2$.