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
2017-01-01
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 deviationsFile in questo prodotto:
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