Theorems on large deviations for randomly indexed sum of weighted random variables

DOI10.1007/S10440-011-9641-7MaRDI QIDQ652293zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

characteristic functionnormal approximationlarge deviationscumulantcompound Poisson processrandom number of summands

Mathematics Subject Classification ID

Large deviations (60F10)

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• A general lemma on probabilities of large deviations
• Approximation by the Compound Poisson Law
• Large deviations of sums of independent random variables
• On Hoeffding's inequalities.
• On approximations to generalized Cox processes
• On large deviations
• On the rate of convergence of \(L_p\) norms in the CLT for Poisson random sum
• Theorems of large deviations in the approximation by the compound Poisson distribution

Cited in

(6)

• The discount version of large deviations for a randomly indexed sum of random variables
• Discounted payments theorems for large deviations
• On large deviations for random sums of the squares of weighted Gaussian random variables
• Large deviations of weighted sums of independent identically distributed random variables with functionally-defined weights
• Large deviations for weighted random sums
• Theorems on large deviations for the sum of random number of summands

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