cumulant method large deviations Gaussian sequence
How to Cite
Kasparavičiūtė, A. and Deltuvienė, D. (2015) “On large deviations for random sums of the squares of weighted Gaussian random variables”, Lietuvos matematikos rinkinys, 56(A), pp. 36–41. doi:10.15388/LMR.A.2015.07.
On large deviations for random sums of the squares of weighted Gaussian random variables
Abstract
The paper considers normal approximation to the distribution of random sums of the squares of independent weighted Gaussian random variables (r.vs.) taking into consideration large deviations in the Cramér zone.
