Asymptotic results for weighted means of linear combinations of independent Poisson random variables

DOI10.1080/17442508.2019.1641090MaRDI QIDQ5086491zbMATHOpenAlexFDO

Authors Rita Giuliano, Claudio Macci, Barbara Pacchiarotti

Publication date 5 July 2022

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508.2019.1641090

zbMATH Keywords

large deviationsdiffusion approximationmoderate deviationslogarithmic meansalmost sure limits

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Large deviations (60F10) Central limit and other weak theorems (60F05)

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Cites work

• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• A large deviation principle for weighted sums of independent identically distributed random variables
• A note on the almost sure central limit theorem
• A universal result in almost sure central limit theory.
• An almost everywhere central limit theorem
• Asymptotic results for weighted means of random variables which converge to a Dickman distribution, and some number theoretical applications
• Convex-invariant means and a pathwise central limit theorem
• Large deviation principles for sequences of logarithmically weighted means
• Large deviations for weighted empirical mean with outliers
• Large deviations for weighted sums of stretched exponential random variables
• Large deviations from the almost everywhere central limit theorem
• On Strong Versions of the Central Limit Theorem
• On the universal a.s. central limit theorem
• The principle of large deviations for almost everywhere central limit theorem
• Weak convergence of marked point processes generated by crossings of multivariate jump processes. applications to neural network modeling

Cited in

(2)

• Large deviations for weighted means of random vectors defined in terms of suitable Lévy processes
• Large deviation principles for sequences of logarithmically weighted means

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