Article ID Journal Published Year Pages File Type
1151803 Statistics & Probability Letters 2014 6 Pages PDF
Abstract

In this paper, we obtain sample path and scalar large deviation principles for the product of sums of positive random variables. We study the case when the positive random variables are independent and identically distributed and bounded away from zero or the left tail decays to zero sufficiently fast. The explicit formula for the rate function of a scalar large deviation principle is given in the case when random variables are exponentially distributed.

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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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