Approximation of partial sums of arbitrary i. i. d. random variables and the precision of the usual exponential upper bound (Q1370234)
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scientific article; zbMATH DE number 1078145
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of partial sums of arbitrary i. i. d. random variables and the precision of the usual exponential upper bound |
scientific article; zbMATH DE number 1078145 |
Statements
Approximation of partial sums of arbitrary i. i. d. random variables and the precision of the usual exponential upper bound (English)
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26 October 1997
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Esscher transform
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approximation of exceedance levels
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exponential upper bounds
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local probability approximations
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tail probabilities
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