Theorems on large deviations for randomly indexed sum of weighted random variables
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Publication:652293
DOI10.1007/S10440-011-9641-7zbMath1229.60032OpenAlexW1978494546MaRDI QIDQ652293
Leonas Saulis, Aurelija Kasparavičiūtė
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
characteristic functionlarge deviationsnormal approximationcompound Poisson processcumulantrandom number of summands
Related Items (2)
On large deviations for random sums of the squares of weighted Gaussian random variables ⋮ Discounted payments theorems for large deviations
Cites Work
- A general lemma on probabilities of large deviations
- Theorems of large deviations in the approximation by the compound Poisson distribution
- On Hoeffding's inequalities.
- On large deviations
- Approximation by the Compound Poisson Law
- Large deviations of sums of independent random variables
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