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Large deviations of sums of random variables
Authors:Granville  Andrew  Lamzouri  Youness
Affiliation:1.Départment de Mathématiques et Statistique, Université de Montréal, CP 6128 succ Centre-Ville, Montréal, QC, H3C 3J7, Canada
;2.Department of Mathematics, University College London, Gower Street, London, WC1E 6BT, England
;3.Institut élie Cartan de Lorraine, Université de Lorraine, 70239, 54506, Vandoeuvre-lès-Nancy Cedex, BP, France
;
Abstract:Lithuanian Mathematical Journal - In this paper, we investigate the large deviations of sums of weighted random variables that are approximately independent, generalizing and improving some results...
Keywords:
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