Large deviations for sums of independent weighted random variables

DOI10.1007/BF00970618zbMath0448.60023MaRDI QIDQ1146931

Leonas Saulis

Publication date: 1980

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

estimates for the semi- invariantssums of independent weighted random variables

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Large deviations (60F10)

Related Items (2)

Uniform bound for asymptotic normality of discounted \(m\)-dependent random variables using Heinrich's method ⋮ Asymptotic results for certain first-passage times and areas of renewal processes

Cites Work

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• A general lemma on probabilities of large deviations
• On large deviations
• Large Deviation Probabilities for Weighted Sums

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