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Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports], 2009, Volume 6, Pages 191–198
(Mi semr62)
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Research papers
Estimates of Berry–Esseen type for probabilities of large deviations under violation of Cramér condition
A. I. Sakhanenko Ugra State University, Khanty-Mansiysk, Russia
Abstract:
Two-sided estimates for probabilities of large deviations for sums of independent random variables with finite variances are obtained. All asymptotics of the probabilities are described in terms of deviation function $\Lambda(x,y)$ of a sum of truncated random variables. All error terms are explicitly estimated by a modified Lyapunov ratio $L(H(x),y)$.
Keywords:
probabilities of large deviations, deviation function, Lyapunov ratio.
Received December 20, 2008, published July 15, 2009
Citation:
A. I. Sakhanenko, “Estimates of Berry–Esseen type for probabilities of large deviations under violation of Cramér condition”, Sib. Èlektron. Mat. Izv., 6 (2009), 191–198
Linking options:
https://www.mathnet.ru/eng/semr62 https://www.mathnet.ru/eng/semr/v6/p191
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