Theorems on large deviations for the sum of random number of summands
In this paper, we present the rate of convergence of normal approximation and the theorem on large deviations for a compound process Zt = \sumNt i=1 t aiXi, where Z0 = 0 and ai > 0, of weighted independent identically distributed random variables Xi, i = 1, 2, . . . with mean EXi = µ and variance D...
Gorde:
| Egile Nagusiak: | , |
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| Formatua: | Artigo |
| Hizkuntza: | Inglês |
| Argitaratua: |
Vilnius University Press
2010-12-01
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| Saila: | Lietuvos Matematikos Rinkinys |
| Gaiak: | |
| Sarrera elektronikoa: | https://www.journals.vu.lt/LMR/article/view/17872 |
| Etiketak: |
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