Some Estimates of the Cumulant-Generating Function of a Sum ofm-Dependent Random Vectors and Their Application to Large Deviations
- 1 January 1985
- journal article
- research article
- Published by Wiley in Mathematische Nachrichten
- Vol. 120 (1) , 91-101
- https://doi.org/10.1002/mana.19851200109
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
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- Über Wahrscheinlichkeiten großer Abweichungen von Summen Markovsch verbundener Zufallsvektoren bei Nichterfüllung der Cramerschen BedingungMathematische Nachrichten, 1982
- A New Approach to the Summation Theory of Random Variables Connected in a MARKOV ChainMathematische Nachrichten, 1982
- A method for the derivation of limit theorems for sums of m-dependent random variablesProbability Theory and Related Fields, 1982
- On large deviationsProbability Theory and Related Fields, 1966