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Large deviations for weighted means of random vectors defined in terms of suitable Lévy processes

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  • Giuliano, Rita
  • Macci, Claudio
  • Pacchiarotti, Barbara

Abstract

We consider generalized logarithmic means of some multivariate random variables. We prove two large deviation results: the first one concerns generalized centered Brownian motions; the second one concerns compound Poisson processes with bounded jumps, and it is a generalization of Theorem 3.2 in Giuliano et al. (2011).

Suggested Citation

  • Giuliano, Rita & Macci, Claudio & Pacchiarotti, Barbara, 2019. "Large deviations for weighted means of random vectors defined in terms of suitable Lévy processes," Statistics & Probability Letters, Elsevier, vol. 150(C), pages 13-22.
    • Handle: RePEc:eee:stapro:v:150:y:2019:i:c:p:13-22
    DOI: 10.1016/j.spl.2019.02.009
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    References listed on IDEAS

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