Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7548144 | Statistics & Probability Letters | 2018 | 10 Pages |
Abstract
In this paper we generalize Theorem 3.3 in Giuliano and Macci (2011). More precisely we prove the full large deviation principle without assuming a particular condition in that theorem and, moreover, we give some results for the case of random variables with thin tails (and not super-exponential tails). As an application we deduce some consequences for the logarithmic means of some random variables expressed in terms of a C-process.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Rita Giuliano, Claudio Macci,