Large Deviations under Power Mixing

Large Deviations under Power Mixing

The paper introduces mixing conditions of power rates that make possible the calculation of a finite number of cumulants for a normalized sum of random variables and the derivation of Cramer-type asymptotics for probabilities of large deviations. [PUBLICATION ABSTRACT]

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Veröffentlicht in:Theory of probability and its applications 1996-01, Vol.40 (4), p.742-744
1. Verfasser: Bakhtin, V. I.
Format: Artikel
Sprache:eng
Schlagworte:
Batch processing
Random variables
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Beschreibung
Zusammenfassung:The paper introduces mixing conditions of power rates that make possible the calculation of a finite number of cumulants for a normalized sum of random variables and the derivation of Cramer-type asymptotics for probabilities of large deviations. [PUBLICATION ABSTRACT]
ISSN:0040-585X
1095-7219
DOI:10.1137/1140083