Theorems on large deviations for randomly indexed sum of weighted random variables
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Publication:652293
DOI10.1007/S10440-011-9641-7zbMATH Open1229.60032OpenAlexW1978494546MaRDI QIDQ652293FDOQ652293
Authors: Aurelija Kasparavičiūtė, Leonas Saulis 
Publication date: 14 December 2011
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10440-011-9641-7
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Cites Work
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- On the rate of convergence of \(L_p\) norms in the CLT for Poisson random sum
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- Large deviations of sums of independent random variables
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- A general lemma on probabilities of large deviations
- On large deviations
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- Theorems of large deviations in the approximation by the compound Poisson distribution
- On approximations to generalized Cox processes
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- Approximation by the Compound Poisson Law
Cited In (6)
- Large deviations of weighted sums of independent identically distributed random variables with functionally-defined weights
- The discount version of large deviations for a randomly indexed sum of random variables
- Theorems on large deviations for the sum of random number of summands
- Discounted payments theorems for large deviations
- On large deviations for random sums of the squares of weighted Gaussian random variables
- Large deviations for weighted random sums
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