Large deviations and central limit theorems for Eyraud-Farlie-Gumbel-Morgenstern processes
type: Item
instance of: scholarly article
title: Large deviations and central limit theorems for Eyraud-Farlie-Gumbel-Morgenstern processes
zbMATH Open document ID: 0886.60019
DOI: 10.1016/S0167-7152(96)00218-0
author: Toshio Mikami
published in: Statistics \& Probability Letters
publication date: 1998-05-04T00:00:00Z
review text: Let \(\{X_n,n\geq 1\}\) be Eyraud-Gumbel-Morgenstern process and put \(S_n= \sum^n_{k=1} X_k\). Weak law of large numbers for \(S_n/n\), large deviations theorem for \(S_n/n\) and central limit theorem for \(S_n/n^{1/2}\) are stated. The large deviations theorem is proved under the assumptions only on marginal distributions of \(\{X_n, n\geq 1\}\).
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 1054100
zbMATH Keywords: weak law of large numbers
zbMATH Keywords: Eyraud-Gumbel-Morgenstern process
zbMATH Keywords: central limit theorem
reviewed by: Dominik Szynal
MaRDI profile type: Publication
cites work: Q3973518
cites work: Q5624436
cites work: Q3672830
cites work: On some generalized farlie-gumbel-morgenstern distributions
cites work: Convex Analysis
full work available at URL: s0167-7152(96)00218-0
OpenAlex ID: W2005415747
description: scientific article; zbMATH DE number 1054100