MATEMATIČKI VESNIK
МАТЕМАТИЧКИ ВЕСНИК



MATEMATIČKI VESNIK
A note on the exponential convergence rate for products of sums
Yu Miao and Bin Qian

Abstract

In this paper, we establish an exponential convergence theorem for products of sums of independent identically distributed positive random variables.

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Keywords: Exponential convergence; moderate deviation principle; products of sums; positive random variables.

MSC: 60F10, 60G05

Pages:  251$-$258     

Volume  62 ,  Issue  4 ,  2010