The discount version of large deviations for a randomly indexed sum of random variables

MaRDI QIDQ2791908zbMATH OpenFDO

Authors Aurelija Kasparavičiūtė, Leonas Saulis

Publication date 16 March 2016

Published in Lietuvos Matematikos Rinkinys. Lietuvos Matematiku Draugijos Darbai (Search for Journal in Brave)

Full work available at URL https://www.journals.vu.lt/LMR/article/view/15504/14473

zbMATH Keywords

normal approximationlarge deviationscumulantrandomly indexed sumsdiscounted limit theorems

Mathematics Subject Classification ID

Large deviations (60F10) Central limit and other weak theorems (60F05)

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Cited in

(3)

• Theorems on large deviations for the sum of random number of summands
• Theorems on large deviations for randomly indexed sum of weighted random variables
• Limit theorems for discounted sums of random vectors with a varying discount matrix

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