On large deviations for random sums of the squares of weighted Gaussian random variables
Articles
Aurelija Kasparavičiūtė
Vilnius Gediminas Technical University
Dovilė Deltuvienė
Vilnius Gediminas Technical University
Published 2015-12-15
https://doi.org/10.15388/LMR.A.2015.07
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Keywords

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.

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.

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