Large Deviation Probabilities for Weighted Sums

DOI10.1214/AOMS/1177692474MaRDI QIDQ5654822zbMATH OpenOpenAlexFDO

Authors Stephen A. Book

Publication date 1972

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177692474

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Large deviations (60F10) Strong limit theorems (60F15)

Cited in

(17)

• Large deviations in weighted sums of random variables
• Large deviations of weighted sums of independent identically distributed random variables with functionally-defined weights
• Strong large deviations for arbitrary sequences of random variables
• Large deviations for sums of independent weighted random variables
• Extreme value theory in some statistical analysis of genomic sequences
• Contraction principle for trajectories of random walks and Cramér's theorem for kernel-weighted sums
• Cramér's theorem is atypical
• A supplement to the large deviations of infinite weighted sums of heavy tailed random variables
• Probabilities of large deviations for random fields
• Asymptotic behavior of large deviation probabilities for two weighted sums of random variables
• Exponential convergence properties of linear estimators under exponential and uniform distribution
• Asymptotic results for certain first-passage times and areas of renewal processes
• A strong large deviation theorem
• Functional large deviation principle and functional laws of iterated logarithm for random Dirichlet series
• Sharp large deviations for Gaussian quadratic forms with applications
• A large deviation theorem for weighted sums
• Large deviations for infinite weighted sums of stretched exponential random variables

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