On large deviations for random sums of the squares of weighted Gaussian random variables
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.
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Vilnius University Press
2015-12-01
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| Series: | Lietuvos Matematikos Rinkinys |
| Subjects: | |
| Online Access: | https://www.journals.vu.lt/LMR/article/view/14925 |
| Summary: | 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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| ISSN: | 0132-2818 2335-898X |