Use this URL to cite this publication: https://hdl.handle.net/20.500.14911/131848
Theorems on large deviations for randomly idexed sum of weighted random variables
Publication Type (CRIS)
Straipsnis Web of Science duomenų bazėje / Article in Web of Science database (S1a)
Publication Type (eLABa)
Straipsnis Web of Science DB / Web of Science DB article (S1)
Title
Theorems on large deviations for randomly idexed sum of weighted random variables
Aurelija Kasparavičiūtė, Leonas Saulis
Is part of
Acta applicandae mathematicae : an international survey journal on applying mathematics and mathematical applications
Published In
| Year | Volume | Issue | Start Page | End Page |
|---|---|---|---|---|
2011 | 116 | 3 | 255 | 267 |
Publisher
Dordrecht, Netherlands : Springer
Publisher (trusted)
Referenced in Database(s)(DBs)
Extent
p. 255-267
URI
| URI | Access Rights |
|---|---|
| https://hdl.handle.net/20.500.14911/131848 | |
| Straipsnis | Viso teksto dokumentas (institucijos intranete) / Full Text Document (Intranet Access) |
Cited references
20
Science / Art Area
Gamtos mokslai / Natural Sciences (N)
Field of Science / Art
Matematika / Mathematics (N001)
Abstract (en)
In this paper, we consider a random variable Zt = Nt i=1 aiXi, where X,X1,X2, . . . are independent identically distributed random variables with mean EX = μ and variance DX = σ2 > 0. It is assumed that Z0 = 0, 0 ≤ ai <∞, and Nt , t ≥ 0 is a non-negative integervalued random variable independent of Xi , i = 1, 2, . . . . The paper is devoted to the analysis of accuracy of the standard normal approximation to the sum ˜Zt = (DZt) −1/2(Zt− EZt), large deviation theorems in the Cramer and power Linnik zones, and exponential inequalities for P (˜Zt ≥ x).
Resource Type (COAR)
TextJournalJournal articleResearch article
Language
Anglų / English (en)
Country
Nyderlandai / Netherlands (NL)
Owning collection
ISSN (of the container)
0167-8019
WOS
000300084300002
eLABa ID
3954310