Large Deviation Probabilities for Weighted Sums

DOI10.1214/aoms/1177692474zbMath0243.60020OpenAlexW2044915386MaRDI QIDQ5654822

Stephen A. Book

Publication date: 1972

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177692474

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Strong limit theorems (60F15) Large deviations (60F10)

Related Items (14)

Probabilities of large deviations for random fields ⋮ A strong large deviation theorem ⋮ Contraction principle for trajectories of random walks and Cramer's theorem for kernel-weighted sums ⋮ Large deviations of weighted sums of independent identically distributed random variables with functionally-defined weights ⋮ Asymptotic results for certain first-passage times and areas of renewal processes ⋮ Strong large deviations for arbitrary sequences of random variables ⋮ A large deviation theorem for weighted sums ⋮ Large deviations for sums of independent weighted random variables ⋮ Extreme value theory in some statistical analysis of genomic sequences ⋮ Sharp large deviations for Gaussian quadratic forms with applications ⋮ Large deviations in weighted sums of random variables ⋮ Exponential convergence properties of linear estimators under exponential and uniform distribution ⋮ Large deviations for infinite weighted sums of stretched exponential random variables ⋮ Cramér’s Theorem is Atypical

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