A large deviation theorem for weighted sums
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Publication:5656149
DOI10.1007/BF00533959zbMath0244.60021MaRDI QIDQ5656149
Publication date: 1973
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Related Items (4)
Asymptotic expansion for the distribution density function of the compound Poisson process in large deviations ⋮ Large deviations for infinite weighted sums of stretched exponential random variables ⋮ Cramér’s Theorem is Atypical ⋮ A large deviation principle for weighted sums of independent identically distributed random variables
Cites Work
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- On Deviations of the Sample Mean
- Limit theorems for probabilities of large deviations
- General analogues to the law of the iterated logarithm
- An Elementary Derivation of Khintchine's Estimate for Large Deviations
- On the Probability of Large Deviations and Exact Slopes
- Large Deviation Probabilities for Weighted Sums
- A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
- A Note on the Theory of Moment Generating Functions
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