The discounted limit theorems

Saulis, Leonas; Deltuvienė, Dovilė

Use this URL to cite this publication: https://hdl.handle.net/20.500.14911/142640

The discounted limit theorems

Details

Publication Type (CRIS)

Konferencijų tezės nerecenzuojamame leidinyje / Conference theses in non-peer-reviewed publication (T2)

Publication Type (eLABa)

Konferencijos pranešimo tezės / Conference presentation abstract (T2)

Author(s)

Author	Affiliation
Saulis, Leonas	Matematinės statistikos katedra / Department of Mathematical Statistics (1022)
Deltuvienė, Dovilė	Matematinės statistikos katedra / Department of Mathematical Statistics (1022)

Title

The discounted limit theorems

[en]

Leonas Saulis, Dovilė Deltuvienė

Is part of

9th international Vilnius conference on probability theory and mathematical statistics: abstracts of communications, June 25-30, 2006 / Matematikos ir informatikos institutas

Published In

Year	Start Page	End Page
2006	258	286

Publisher

Vilnius : TEV, 2006

Extent

p. 258-286

URI

URI
https://hdl.handle.net/20.500.14911/142640

Cited references

Science / Art Area

Gamtos mokslai / Natural Sciences (N)

Field of Science / Art

Matematika / Mathematics (N001)

Abstract (en)

Let Fp(x) be the distribution function ofr.v. Zp, and Ny(x) is the normal distribution with zero mean and variance 1/2. In the paper, the exact expressions and exponential inequalities are proved for the relation of the large deviation (l—F^(x))/(l —N(x)) using the method of cumulants.