Large deviations for weighted random sums

MaRDI QIDQ5167034zbMATH OpenFDO

Authors Aurelija Kasparavičiūtė, Leonas Saulis

Publication date 9 July 2014

zbMATH Keywords

cumulantlarge deviationsnormal approximationweighted random sums

Mathematics Subject Classification ID

Large deviations (60F10) Sums of independent random variables; random walks (60G50)

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Cited in

(20)

• A large deviation principle for weighted sums of independent identically distributed random variables
• Asymptotic expansion for the distribution density function of the compound Poisson process in large deviations
• Lindeberg's method for moderate deviations and random summation
• Large deviations for infinite weighted sums of stretched exponential random variables
• Large deviations for weighted empirical mean with outliers
• Large deviations of weighted sums of independent identically distributed random variables with functionally-defined weights
• Large deviation theorem for weighted sums of i. i. d. random variables with application to a geograhical problem
• The discount version of large deviations for a randomly indexed sum of random variables
• Theorems on large deviations for the sum of random number of summands
• Large deviation theorems for weighted sums applied to a geographical problem
• scientific article; zbMATH DE number 3848315 (Why is no real title available?)
• scientific article; zbMATH DE number 3901730 (Why is no real title available?)
• Large deviations for weighted sums of stretched exponential random variables
• scientific article; zbMATH DE number 1930818 (Why is no real title available?)
• scientific article; zbMATH DE number 2104322 (Why is no real title available?)
• Asymptotics for Weighted Random Sums
• On large deviations for random sums of the squares of weighted Gaussian random variables
• scientific article; zbMATH DE number 5226437 (Why is no real title available?)
• Theorems on large deviations for randomly indexed sum of weighted random variables
• Asymptotic behavior of large deviation probabilities for two weighted sums of random variables

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