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

zbMATH Open1338.60085MaRDI QIDQ2791908FDOQ2791908

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

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zbMATH Keywords

normal approximationlarge deviationscumulantrandomly indexed sumsdiscounted limit theorems

Mathematics Subject Classification ID

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

Cited In (3)

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

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