Asymptotic results for empirical means of independent geometric distributed random variables

DOI10.1080/17442508.2014.942307zbMATH Open1325.60026OpenAlexW2064706909MaRDI QIDQ5265787FDOQ5265787

Authors: Claudio Macci, Barbara Pacchiarotti 

Publication date: 29 July 2015

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2014.942307

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zbMATH Keywords

large deviationsmoderate deviationsweak recordsempirical meansexposed pointsGärtner-Ellis theoremindependent geometric distributed random variables

Mathematics Subject Classification ID

Large deviations (60F10) Extreme value theory; extremal stochastic processes (60G70)

Cites Work

• Large deviations behavior of counting processes and their inverses
• Functional large deviation principles for first-passage-time processes
• Introduction to probability models
• Limit theorems for records from discrete distributions
• Title not available (Why is that?)
• Limit Theorems for Weak Records
• Limit theorems for the spacings of weak records
• A large-deviation result for regenerative processes
• A note on large deviations for weak records
• Large deviations of inverse processes with nonlinear scalings

Cited In (2)

• Asymptotic properties of the spacings of kth records from discrete distributions
• On the ‘independence of trials-assumption’ in geometric distribution

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