Stochastic models governed by alternating dynamics arise in various applications. In several cases these models can be described by sums of independent random variables with alternating laws. The aim of this paper is to study the asymptotic behavior of these sums in the fashion of large deviations

Macci, C. (2017). Asymptotic results for sums of independent random variables with alternating laws. In M.B. Ferraro et al. (a cura di), Soft Methods for Data Science (pp. 339-346). Springer Verlag [10.1007/978-3-319-42972-4_42].

Asymptotic results for sums of independent random variables with alternating laws

MACCI, CLAUDIO
2017

Abstract

Stochastic models governed by alternating dynamics arise in various applications. In several cases these models can be described by sums of independent random variables with alternating laws. The aim of this paper is to study the asymptotic behavior of these sums in the fashion of large deviations
Settore MAT/06 - Probabilita' e Statistica Matematica
English
Rilevanza internazionale
Articolo scientifico in atti di convegno
Macci, C. (2017). Asymptotic results for sums of independent random variables with alternating laws. In M.B. Ferraro et al. (a cura di), Soft Methods for Data Science (pp. 339-346). Springer Verlag [10.1007/978-3-319-42972-4_42].
Macci, C
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/2108/164368
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