A large deviation theorem for weighted sums

DOI10.1007/BF00533959MaRDI QIDQ5656149zbMATH OpenFDO

Authors Stephen A. Book

Publication date 1973

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Large deviations (60F10)

Cites work

• scientific article; zbMATH DE number 3468086 (Why is no real title available?)
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• A Note on the Theory of Moment Generating Functions
• An Elementary Derivation of Khintchine's Estimate for Large Deviations
• General analogues to the law of the iterated logarithm
• Large Deviation Probabilities for Weighted Sums
• Limit theorems for probabilities of large deviations
• On Deviations of the Sample Mean
• On the Probability of Large Deviations and Exact Slopes

Cited in

(4)

• Cramér's theorem is atypical
• Asymptotic expansion for the distribution density function of the compound Poisson process in large deviations
• Large deviations for infinite weighted sums of stretched exponential random variables
• A large deviation principle for weighted sums of independent identically distributed random variables

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