Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Teoriya Veroyatnostei i ee Primeneniya, 2004, Volume 49, Issue 4, Pages 794–802
DOI: https://doi.org/10.4213/tvp197 (Mi tvp197) 		 
This article is cited in 3 scientific papers (total in 3 papers)

Short Communications

On large deviations of a self-normalized sum

S. V. Nagaev

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
Full-text PDF (712 kB) Citations (3)
References:
PDF
HTML
DOI: https://doi.org/10.4213/tvp197
Abstract: In the present paper we deduce exponential bounds on the probabilities of large deviations of a self-normalized sum of independent random variables. Summands are not assumed to be identically distributed.
Keywords: Berry–Esseen bound, Lyapunov ratio, self-normalized sum, large deviations.
Received: 02.04.2002
English version:
Theory of Probability and its Applications, 2005, Volume 49, Issue 4, Pages 704–713
DOI: https://doi.org/10.1137/S0040585X97981391
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: S. V. Nagaev, “On large deviations of a self-normalized sum”, Teor. Veroyatnost. i Primenen., 49:4 (2004), 794–802; Theory Probab. Appl., 49:4 (2005), 704–713
Citation in format AMSBIB
\Bibitem{Nag04}
\by S.~V.~Nagaev
\paper On large deviations of a self-normalized
sum
\jour Teor. Veroyatnost. i Primenen.
\yr 2004
\vol 49
\issue 4
\pages 794--802
\mathnet{http://mi.mathnet.ru/tvp197}
\crossref{https://doi.org/10.4213/tvp197}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2142570}
\zmath{https://zbmath.org/?q=an:1090.60027}
\transl
\jour Theory Probab. Appl.
\yr 2005
\vol 49
\issue 4
\pages 704--713
\crossref{https://doi.org/10.1137/S0040585X97981391}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000234407500011}
Linking options:
  • https://www.mathnet.ru/eng/tvp197
  • https://doi.org/10.4213/tvp197
  • https://www.mathnet.ru/eng/tvp/v49/i4/p794
    • This publication is cited in the following 3 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
    Statistics & downloads:
    Abstract page:304
    Full-text PDF :166
    References:60
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024