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Teoriya Veroyatnostei i ee Primeneniya, 1970, Volume 15, Issue 2, Pages 320–325 (Mi tvp1830)  

This article is cited in 17 scientific papers (total in 17 papers)

Short Communications

On the convergence speed of distribution of maximum sums of independent random variables

S. V. Nagaev

Novosibirsk
Abstract: Let $\xi_n$, $n=1,2,\dots,$ be a sequence of independent identically distributed random variables with $\mathbf M\xi=0$. Put $\sigma^2=\mathbf D\xi_1$, $c_3=\mathbf M|\xi_1|^3$, $S_n=\sum_{i=1}^n\xi_i$, $S_n^-=\max\limits_{1\le i\le n}S_i$, $\overline F_n(x)=\mathbf P(\overline S_n<x)$.
The following estimate is obtained: there exists an absolute constant $K$ such that
$$ \sup_{0\le x<\infty}|\overline F_n(x\sigma\sqrt n)-\biggl(\frac2\pi\biggr)^{1/2}\int_0^xe^{-u^{2/3}}\,du|<K\frac{c_3^2}{\sigma^6\sqrt n}. $$
Received: 17.09.1968
English version:
Theory of Probability and its Applications, 1970, Volume 15, Issue 2, Pages 309–314
DOI: https://doi.org/10.1137/1115036
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: S. V. Nagaev, “On the convergence speed of distribution of maximum sums of independent random variables”, Teor. Veroyatnost. i Primenen., 15:2 (1970), 320–325; Theory Probab. Appl., 15:2 (1970), 309–314
Citation in format AMSBIB
\Bibitem{Nag70}
\by S.~V.~Nagaev
\paper On the convergence speed of distribution of maximum sums of independent random variables
\jour Teor. Veroyatnost. i Primenen.
\yr 1970
\vol 15
\issue 2
\pages 320--325
\mathnet{http://mi.mathnet.ru/tvp1830}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=286159}
\zmath{https://zbmath.org/?q=an:0209.49702}
\transl
\jour Theory Probab. Appl.
\yr 1970
\vol 15
\issue 2
\pages 309--314
\crossref{https://doi.org/10.1137/1115036}
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  • This publication is cited in the following 17 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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