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Teoriya Veroyatnostei i ee Primeneniya, 1982, Volume 27, Issue 1, Pages 36–46
(Mi tvp2247)
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This article is cited in 3 scientific papers (total in 3 papers)
On large deviations for the sum of nonidentically distributed random variables
A. D. Slastnikov Moscow
Abstract:
Let $X_1,X_2,\dots$ be independent random variables such that $\mathbf EX_i=0$, $\mathbf EX_i^2<\infty$ ($i\ge 1$) and for every $k=1,2,\dots$
$$
B_{k,n}^2=\mathbf EX_{k+1}^2+\dots+\mathbf EX_{k+n}^2\to\infty\qquad(n\to\infty).
$$
We obtain necessary and sufficient conditions for the relations
$$
\mathbf P\{X_{k+1}+\dots+X_{k+n}\ge xB_{k,n}\}=[1-\Phi(x)][1+\varepsilon(B_{n,k})]
$$
to hold uniformly for $x\in[0,\Lambda(B_{k,n}^2)]$ and $k=1,2,\dots$, where $\Phi(x)$ is a standard normal distribution function, $\varepsilon(t)\to 0\,(t\to\infty)$, $\Lambda(t)$ is a nonnegative monotone function with properties (3) or $\Lambda(t)=c\sqrt{\ln t},\,c>0$.
Received: 18.12.1979
Citation:
A. D. Slastnikov, “On large deviations for the sum of nonidentically distributed random variables”, Teor. Veroyatnost. i Primenen., 27:1 (1982), 36–46; Theory Probab. Appl., 27:1 (1982), 37–48
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https://www.mathnet.ru/eng/tvp2247 https://www.mathnet.ru/eng/tvp/v27/i1/p36
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Abstract page: | 181 | Full-text PDF : | 90 | First page: | 1 |
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