Asymptotic results for empirical means of independent geometric distributed random variables

DOI10.1080/17442508.2014.942307MaRDI QIDQ5265787zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Normal approximations of the number of records in geometrically distributed random variables
• scientific article; zbMATH DE number 3921718
• scientific article; zbMATH DE number 5233703
• Combinatorics of geometrically distributed random variables: Value and position of large left-to-right maxima
• Weak Records of Geometric Distribution

Cites work

• scientific article; zbMATH DE number 2026092 (Why is no real title available?)
• A large-deviation result for regenerative processes
• A note on large deviations for weak records
• Functional large deviation principles for first-passage-time processes
• Introduction to probability models
• Large deviations behavior of counting processes and their inverses
• Large deviations of inverse processes with nonlinear scalings
• Limit Theorems for Weak Records
• Limit theorems for records from discrete distributions
• Limit theorems for the spacings of weak records

Cited in

(2)

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

This page was built for publication: Asymptotic results for empirical means of independent geometric distributed random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5265787)