Giuliano, Rita, Macci, Claudio (2012) Large deviations for some normalized sums of exponentially distributed random variables Annales Mathematicae et Informaticae. 39. pp. 109-123. ISSN 1787-5021 (Print), 1787-6117 (Online)
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Absztrakt (kivonat)
We prove large deviation results for sequences of normalized sums which are defined in terms of triangular arrays of exponentially distributed random variables. We also present some examples: one of them might have applications in reliability theory because it concerns the spacings of i.i.d. exponentially distributed random variables; in another one we consider a sequence of logarithmically weighted means.
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Megjegyzés: | Proceedings of the Conference on Stochastic Models and their Applications Faculty of Informatics University of Debrecen August 22–24, 2011 - Debrecen, Hungary | ||||||||||||
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Kulcsszavak: | arge deviations, exponential distribution, Riemann-ζ function, triangular array, spacings, logarithmically weighted mean | ||||||||||||
Nyelv: | angol | ||||||||||||
Kötetszám: | 39. | ||||||||||||
ISSN: | 1787-5021 (Print), 1787-6117 (Online) | ||||||||||||
Felhasználó: | Tibor Gál | ||||||||||||
Dátum: | 07 Már 2019 16:20 | ||||||||||||
Utolsó módosítás: | 07 Már 2019 16:20 | ||||||||||||
URI: | http://publikacio.uni-eszterhazy.hu/id/eprint/3224 |
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