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.

Bibliographic Details
Main Authors: Aurelija Kasparavičiūtė, Dovilė Deltuvienė
Format: Article
Language:English
Published: Vilnius University Press 2015-12-01
Series:Lietuvos Matematikos Rinkinys
Subjects:
Online Access:https://www.journals.vu.lt/LMR/article/view/14925