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.
Large deviations for some normalized sums of exponentially distributed random variables
GIULIANO, RITA;
2012-01-01
Abstract
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.File in questo prodotto:
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