Boris Tsirelson,
"Moderate deviations on different scales: no relations"
arXiv:1207.4865.
Available online (free of charge) from e-print archive (USA):
arXiv.org/abs/1207.4865/
or its Israeli mirror:
il.arXiv.org/abs/1207.4865/

A research eprint, 11 pages, bibl. 2 refs.

An example of a discrete-time stationary random process whose sums follow the normal approximation within a given part of the region of moderate deviations, but violate it outside this part.

1. Introduction.
1. Constructing a process.
2. Examining the process.
3. Combining such processes.