A large deviation theorem for weighted sums

DOI10.1007/BF00533959MaRDI QIDQ5656149zbMATH OpenFDO

Authors Stephen A. Book

Publication date 1973

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00533959

Mathematics Subject Classification ID

Large deviations (60F10)

Cites work

• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• A Note on the Theory of Moment Generating Functions
• An Elementary Derivation of Khintchine's Estimate for Large Deviations
• General analogues to the law of the iterated logarithm
• scientific article; zbMATH DE number 3468086 (Why is no real title available?)
• Large Deviation Probabilities for Weighted Sums
• Limit theorems for probabilities of large deviations
• On Deviations of the Sample Mean
• On the Probability of Large Deviations and Exact Slopes

Cited in

(5)

• A large deviation principle for weighted sums of independent identically distributed random variables
• Asymptotic expansion for the distribution density function of the compound Poisson process in large deviations
• Large deviations for infinite weighted sums of stretched exponential random variables
• Cramér's theorem is atypical
• A supplement to the large deviations of infinite weighted sums of heavy tailed random variables

This page was built for publication: A large deviation theorem for weighted sums

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5656149)