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Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports], 2009, Volume 6, Pages 191–198 (Mi semr62)  

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
References:
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
Bibliographic databases:
Document Type: Article
UDC: 519.214.4
MSC: 60F10
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Sak09}
\by A.~I.~Sakhanenko
\paper Estimates of Berry--Esseen type for probabilities of large deviations under violation of Cram\'er condition
\jour Sib. \`Elektron. Mat. Izv.
\yr 2009
\vol 6
\pages 191--198
\mathnet{http://mi.mathnet.ru/semr62}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2586685}
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