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Normal approximation for sum of random number of summands

• Authors : Leonas Saulis; Dovilė Deltuvienė

Subjects: distribution function; characteristic function; cumulant

• Source: Lietuvos Matematikos Rinkinys, Vol 47, Iss spec. (2021)

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Velké odchylky a jejich aplikace v pojistné matematice ; Large deviations and their applications in insurance mathematics

• Authors : Fuchsová, Lucia;

Subjects: veľké odchýlky; rozdelenie s ťažkým chvostom; vysoká škoda

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Discounted payments theorems for large deviations

• Authors : Aurelija Kasparavičiūtė; Dovilė Deltuvienė

Subjects: cumulant method; large deviations; nonuniform estimate

• Source: Lietuvos Matematikos Rinkinys, Vol 57, Iss A (2016)

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On large deviations for random sums of the squares of weighted Gaussian random variables

• Authors : Aurelija Kasparavičiūtė; Dovilė Deltuvienė

Subjects: cumulant method; large deviations; Gaussian sequence

• Source: Lietuvos Matematikos Rinkinys, Vol 56, Iss A (2015)

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On large deviations for compound mixed Poisson process

• Authors : Aurelija Kasparavičiūtė; Dovilė Deltuvienė

Subjects: cumulants; large deviations; exponential inequalities

• Source: Lietuvos Matematikos Rinkinys, Vol 54, Iss A (2013)

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Theorems on large deviations for the sum of random number of summands

• Authors : Aurelija Kasparavičiūtė; Leonas Saulis

Subjects: cumulant; large deviations; compound Poisson process

• Source: Lietuvos Matematikos Rinkinys, Vol 51, Iss proc. LMS (2010)

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Exact bounds for tail probabilities of martingales with bounded differences

• Authors : Dainius Dzindzalieta

Subjects: random walks; maximal inequalities; probability to visit an interval

• Source: Lietuvos Matematikos Rinkinys, Vol 50, Iss proc. LMS (2009)

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On measure concentration in graph products

• Authors : Matas Šileikis

Subjects: graph product; discrete isoperimetric inequalities; concentration of measure

• Source: Lietuvos Matematikos Rinkinys, Vol 50, Iss proc. LMS (2009)

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The discounted local limit theorems for large deviations

• Authors : Leonas Saulis; Dovilė Deltuvienė

Subjects: distribution density function; characteristic function; cumulant

• Source: Lietuvos Matematikos Rinkinys, Vol 48, Iss proc. LMS (2008)

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On limit theorems of Fortet–Kac type

• Authors : Birutė Kryžienė; Gintautas Misevičius

Subjects: two-dimensional torus; large deviations; cumulant

• Source: Lietuvos Matematikos Rinkinys, Vol 48, Iss proc. LMS (2008)

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