A large deviation theorem for weighted sums
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Publication:5656149
DOI10.1007/BF00533959zbMATH Open0244.60021MaRDI QIDQ5656149FDOQ5656149
Publication date: 1973
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Cites Work
- A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
- On Deviations of the Sample Mean
- A Note on the Theory of Moment Generating Functions
- Large Deviation Probabilities for Weighted Sums
- On the Probability of Large Deviations and Exact Slopes
- General analogues to the law of the iterated logarithm
- Limit theorems for probabilities of large deviations
- Title not available (Why is that?)
- An Elementary Derivation of Khintchine's Estimate for Large Deviations
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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