Large deviations for product of sums of random variables

DOI10.1016/J.SPL.2014.02.012MaRDI QIDQ2453897zbMATH OpenOpenAlexFDO

Authors Lingjiong Zhu

Publication date 11 June 2014

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2014.02.012

zbMATH Keywords

large deviationssample pathsproduct of sums of random variables

Mathematics Subject Classification ID

Large deviations (60F10) Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17)

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Cites work

• scientific article; zbMATH DE number 3876298 (Why is no real title available?)
• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• A note on the almost sure limit theorem for the product of partial sums
• A note on the invariance principle of the product of sums of random variables
• Asymptotics for products of sums and \(U\)-statistics
• Moderate deviations principle for products of sums of random variables
• The asymptotic distribution of sums of records

Cited in

(6)

• Large deviation results for a \(U\)-statistical sum with product kernel
• A Large Deviation Principle for the Reduction of Product Representations
• A note on the almost sure central limit theorem for the product of partial sums of m-dependent random variables
• Large deviations for correlated random variables described by a matrix product ansatz
• Large deviations of products of random topical operators.
• Large deviations for some normalized sums of exponentially distributed random variables

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