Laplace transform asymptotics and large deviation principles for longest success runs in Bernoulli trials
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Publication:2836229
DOI10.1017/jpr.2016.38zbMath1351.60030arXiv1507.02935MaRDI QIDQ2836229
Xiangfeng Yang, Takis Konstantopoulos, Zhenxia Liu
Publication date: 9 December 2016
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1507.02935
Laplace transform; large deviation principle; rate function; confidence interval; moment generating function; longest run; Fenchel-Legendre transform; run; Bernoulli trial
60G70: Extreme value theory; extremal stochastic processes
60G50: Sums of independent random variables; random walks
60F10: Large deviations
44A10: Laplace transform
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