The discount version of large deviations for a randomly indexed sum of random variables
In this paper, we consider a compound random variable Z = \sum^N_{j=1} vjXj , where 0 < v < 1, Z = 0, if N = 0. It is assumed that independent identically distributed random variables X1,X2, . . . with mean EX = μ and variance DX =σ2 > 0 are independent of a non-negative integer-valued random variab...
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| Autori principali: | , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
Vilnius University Press
2011-12-01
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| Serie: | Lietuvos Matematikos Rinkinys |
| Soggetti: | |
| Accesso online: | https://www.journals.vu.lt/LMR/article/view/15504 |
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