On large deviations for sums of discrete m-dependent random variables

被引：3

作者：

Cekanavicius, V. ^{[1
]}

Vellaisamy, P. ^{[2
]}

机构：

[1] Vilnius Univ, Dept Math & Informat, Vilnius, Lithuania

[2] Indian Inst Technol, Dept Math, Mumbai, Maharashtra, India

来源：

STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES | 2019年 / 91卷 / 08期

关键词：

Binomial distribution; large deviations; m-dependent random variables; negative binomial distribution; Poisson distribution; POISSON APPROXIMATION;

D O I：

10.1080/17442508.2019.1568438

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The ratio is investigated for three cases: (a) when is a sum of 1-dependent non-negative integer-valued random variables (rvs), satisfying some moment conditions, and is Poisson rv; (b) when is a statistic of 2-runs and is negative binomial rv; and (c) when is a statistic of -events and is a binomial rv. We also consider the approximation of by the Poisson distribution with parameter depending on x.

引用

页码：1092 / 1108

页数：17

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