English

On large deviations for sums of discrete m-dependent random variables

Statistics Theory 2019-01-14 v1 Statistics Theory

Abstract

The ratio P(Sn=x)/P(Zn=x)P(S_n=x)/P(Z_n=x) is investigated for three cases: (a) when SnS_n is a sum of 1-dependent non-negative integer-valued random variables (rvs), satisfying some moment conditions, and ZnZ_n is Poisson rv; (b) when SnS_n is a statistic of 2-runs and ZnZ_n is negative binomial rv; and (c) when SnS_n is statistic of N(1,1)N(1,1)-events and ZnZ_n is a binomial r.v. We also consider the approximation of P(Snx)P(S_n\geqslant x) by Poisson distribution with parameter depending on xx.

Keywords

Cite

@article{arxiv.1901.03348,
  title  = {On large deviations for sums of discrete m-dependent random variables},
  author = {Vydas Čekanavičius and Palaniappan Vellaisamy},
  journal= {arXiv preprint arXiv:1901.03348},
  year   = {2019}
}

Comments

To appear in "Stochastics"

R2 v1 2026-06-23T07:08:29.997Z