Open AccessOn large deviations for random sums of the squares of weighted Gaussian random variables
Author(s) -
Aurelija Kasparavičiūtė,
Dovilė Deltuvienė
Publication year - 2015
Publication title -
lietuvos matematikos rinkinys
Language(s) - English
Resource type - Journals
eISSN - 2335-898X
pISSN - 0132-2818
DOI - 10.15388/lmr.a.2015.07
Subject(s) - mathematics , statistics , random variable , gaussian , physics , quantum mechanics
The paper considers normal approximation to the distribution of random sums of the squares of independent weighted Gaussian random variables (r.vs.) taking into consideration large deviations in the Cramér zone.