Moderate deviations and Erdős-Rényi-Shepp laws for weighted sums

DOI10.1016/S0022-247X(02)00414-6MaRDI QIDQ1408768zbMATH OpenOpenAlexFDO

Authors Fuqing Gao

Publication date 25 September 2003

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0022-247x(02)00414-6

zbMATH Keywords

Erdős-Rényi-Shepp lawsindependent identically distributed random variableslarge deviationsmoderate deviationsweighted sums

Mathematics Subject Classification ID

Large deviations (60F10)

Recommendations

• Erdös-Rényi-Shepp laws and weighted sums of independent identically distributed random variables
• Weighted sums for i. i. d. random variables with relatively thin tails
• A large deviation principle for weighted sums of independent identically distributed random variables
• Strong law of large numbers for weighted sums
• scientific article; zbMATH DE number 4022270

Cites work

• A large deviation principle for weighted sums of independent identically distributed random variables
• Erdös-Rényi-Shepp laws and weighted sums of independent identically distributed random variables
• Large deviations for a general class of random vectors
• Moderate deviations of dependent random variables related to CLT

Cited in

(5)

• Erdös-Rényi-Shepp laws and weighted sums of independent identically distributed random variables
• A large deviation principle for weighted sums of independent identically distributed random variables
• Moderate deviations for random sums of heavy-tailed random variables
• scientific article; zbMATH DE number 4022270 (Why is no real title available?)
• Asymptotic results for weighted means of linear combinations of independent Poisson random variables

This page was built for publication: Moderate deviations and Erdős-Rényi-Shepp laws for weighted sums

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1408768)