The Discounted Limit Theorems |
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Authors: | L Saulis D Deltuvienė |
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Institution: | (1) Vilnius Gediminas Technical University, Saulėtekio av. 11, LT-10223 Vilnius, Lithuania;(2) Institute of Mathematics and Informatics, Akademijos 4, LT-08663 Vilnius, Lithuania |
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Abstract: | The large deviation theorems, exponential inequalities and a non-uniform estimate of the Berry–Esséen theorem in a discounted version are proved.Dedicated to Professor Vytautas Statulevičius on the occasion of his 75th birthday. |
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Keywords: | 60F10 |
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