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Teoriya Veroyatnostei i ee Primeneniya, 1997, Volume 42, Issue 3, Pages 615–623
DOI: https://doi.org/10.4213/tvp2004 (Mi tvp2004) 		 
Short Communications

Probabilistic inequalities for sums of independent random variables in terms of truncated pseudomoments

S. V. Nagaev

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
Full-text PDF (381 kB)
DOI: https://doi.org/10.4213/tvp2004
Abstract: An estimate is obtained for the probability of large deviations of the sum of independent random variables which uses the closeness of the distributions of summands to the Gaussian distribution.
Keywords: large deviations, truncated pseudomoments, standard normal law.
Received: 12.05.1996
English version:
Theory of Probability and its Applications, 1998, Volume 42, Issue 3, Pages 520–528
DOI: https://doi.org/10.1137/S0040585X97976349
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: S. V. Nagaev, “Probabilistic inequalities for sums of independent random variables in terms of truncated pseudomoments”, Teor. Veroyatnost. i Primenen., 42:3 (1997), 615–623; Theory Probab. Appl., 42:3 (1998), 520–528
Citation in format AMSBIB
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