We consider generalized logarithmic means of some multivariate random variables. We prove two large deviation results: the first one concerns generalized centered Brownian motions; the second one concerns compound Poisson processes with bounded jumps, and it is a generalization of Theorem 3.2 in [9].
Giuliano, R., Macci, C., Pacchiarotti, B. (2019). Large deviations for weighted means of random vectors defined in terms of suitable Lévy processes. STATISTICS & PROBABILITY LETTERS, 150, 13-22 [10.1016/j.spl.2019.02.009].
Large deviations for weighted means of random vectors defined in terms of suitable Lévy processes
Macci C
;Pacchiarotti B
2019-01-01
Abstract
We consider generalized logarithmic means of some multivariate random variables. We prove two large deviation results: the first one concerns generalized centered Brownian motions; the second one concerns compound Poisson processes with bounded jumps, and it is a generalization of Theorem 3.2 in [9].File in questo prodotto:
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