Large deviations for some normalized sums of exponentially distributed random variables

MaRDI QIDQ4898721zbMATH OpenFDO

Authors Rita Giuliano, Claudio Macci

Publication date 2 January 2013

Full work available at URL http://ami.ektf.hu/uploads/papers/finalpdf/AMI_39_from109to123.pdf

zbMATH Keywords

exponential distributionlarge deviationslogarithmically weighted meanRiemann-\(\zeta\) functionspacingstriangular array

Mathematics Subject Classification ID

(zeta (s)) and (L(s, chi)) (11M06) Central limit and other weak theorems (60F05) Large deviations (60F10) Strong limit theorems (60F15) Order statistics; empirical distribution functions (62G30)

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Cited in

(5)

• Asymptotic results for linear combinations of spacings generated by i.i.d. exponential random variables
• Large deviations for infinite weighted sums of stretched exponential random variables
• Large deviations and law of the iterated logarithm for partial sums normalized by the largest absolute observation
• Large-deviation results for triangular arrays of semiexponential random variables
• A supplement to the large deviations of infinite weighted sums of heavy tailed random variables

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