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...
Shranjeno v:
| Principais autores: | , |
|---|---|
| Format: | Artigo |
| Jezik: | Inglês |
| Izdano: |
Vilnius University Press
2011-12-01
|
| Serija: | Lietuvos Matematikos Rinkinys |
| Teme: | |
| Online dostop: | https://www.journals.vu.lt/LMR/article/view/15504 |
| Oznake: |
Brez oznak, prvi označite!
|