Large deviations for weighted random sums
In the present paper we consider weighted random sums ZN = ∑j=1 N ajXj, where 0 <= aj < ∞, N denotes a non-negative integer-valued random variable, and {X, Xj , j = 1, 2,...} is a family of independent identically distributed random variables with mean EX = µ and variance DX = σ2 > 0. Throu...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
2013-04-01
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| Series: | Nonlinear Analysis |
| Subjects: | |
| Online Access: | http://www.journals.vu.lt/nonlinear-analysis/article/view/14017 |