A Large Deviation Principle for Weighted Sums of Independent Identically Distributed Random Variables-Reference-Cited by-同舟云学术

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A Large Deviation Principle for Weighted Sums of Independent Identically Distributed Random Variables

Published:2000-11 Issue:2 Volume:251 Page:929-939
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Kiesel Rüdiger,Stadtmüller Ulrich

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference12 articles.

1. Analytische Fortsetzung;Bieberbach,1955

2. Moving averages;Bingham,1988

3. Riesz means and self-neglecting functions;Bingham;Math. Z.,1988

4. Regular Variation;Bingham,1987

5. A large deviation theorem for weighted sums;Book;Z. Wahrsch. Theorie Verw. Geb.,1973

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1. Large Deviations for the Maximum of the Absolute Value of Partial Sums of Random Variable Sequences;Mathematics;2022-02-27

2. Contraction principle for trajectories of random walks and Cramér’s theorem for kernel-weighted sums;Latin American Journal of Probability and Mathematical Statistics;2021

3. Large deviations for infinite weighted sums of stretched exponential random variables;Journal of Mathematical Analysis and Applications;2020-05

4. Asymptotic results for weighted means of linear combinations of independent Poisson random variables;Stochastics;2019-07-14

5. Deviation inequalities for martingales with applications;Journal of Mathematical Analysis and Applications;2017-04

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