The discounted limit theorems

DOI10.1007/s10440-006-9020-yzbMath1097.60010OpenAlexW2152519066MaRDI QIDQ2498382

Dovilė Deltuvienė, Leonas Saulis

Publication date: 16 August 2006

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10440-006-9020-y

zbMATH Keywords

exponential inequalitycharacteristic functionlarge deviationscumulantdiscount factor

Mathematics Subject Classification ID

Large deviations (60F10)

Related Items (3)

A quantitative discounted central limit theorem using the Fourier metric ⋮ The Discounted Large Deviation Principle for Autoregressive Processes ⋮ The Discounted Berry-Esséen Analogue for Autoregressive Processes

Cites Work

• Unnamed Item
• Ellipticity of the infinite-dimensional iterated Laplace operator. II
• A general lemma on probabilities of large deviations
• On large deviations
• The Discounted Central Limit Theorem and its Berry-Esseen Analogue

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