We consider independent geometric distributed random variables which satisfy suitable hypotheses. We study large and moderate deviations for their empirical means, and we illustrate applications of the large deviation results for the weak record values of i.i.d. discrete random variables.
Macci, C., Pacchiarotti, B. (2015). Asymptotic results for empirical means of independent geometric distributed random variables. STOCHASTICS, 87(2), 308-325 [10.1080/17442508.2014.942307].
Asymptotic results for empirical means of independent geometric distributed random variables
MACCI, CLAUDIO;PACCHIAROTTI, BARBARA
2015-01-01
Abstract
We consider independent geometric distributed random variables which satisfy suitable hypotheses. We study large and moderate deviations for their empirical means, and we illustrate applications of the large deviation results for the weak record values of i.i.d. discrete random variables.File in questo prodotto:
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