On the approximation of an integral by a sum of random variables.
Einmahl, John H.J., Van Zuijlen, Martien C.A. (1998)
Journal of Applied Mathematics and Stochastic Analysis
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Einmahl, John H.J., Van Zuijlen, Martien C.A. (1998)
Journal of Applied Mathematics and Stochastic Analysis
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Egozcue, Martín, García, Luis Fuentes, Wong, Wing-Keung, Zitikis, Ričardas (2010)
Journal of Inequalities and Applications [electronic only]
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Doron Sonsino (2000)
ESAIM: Probability and Statistics
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S. Trybuła (1987)
Applicationes Mathematicae
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Jamal Najim (2005)
ESAIM: Probability and Statistics
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A Large Deviation Principle (LDP) is proved for the family where the deterministic probability measure converges weakly to a probability measure and are -valued independent random variables whose distribution depends on and satisfies the following exponential moments condition: In this context, the identification of the rate function is non-trivial due to the absence of equidistribution. We rely on fine convex analysis to address this issue. Among...
S. Trybuła (1991)
Applicationes Mathematicae
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Jan Hurt (1984)
Commentationes Mathematicae Universitatis Carolinae
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Hu, Tien-Chung, Taylor, R.L. (1997)
International Journal of Mathematics and Mathematical Sciences
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