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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
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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
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  • 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
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    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
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