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Teoriya Veroyatnostei i ee Primeneniya, 1982, Volume 27, Issue 1, Pages 36–46 (Mi tvp2247)  

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
Full-text PDF (557 kB) Citations (3)
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
English version:
Theory of Probability and its Applications, 1982, Volume 27, Issue 1, Pages 37–48
DOI: https://doi.org/10.1137/1127004
Bibliographic databases:
Language: Russian
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
Citation in format AMSBIB
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\by A.~D.~Slastnikov
\paper On large deviations for the sum of nonidentically distributed random variables
\jour Teor. Veroyatnost. i Primenen.
\yr 1982
\vol 27
\issue 1
\pages 36--46
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=645126}
\zmath{https://zbmath.org/?q=an:0501.60037|0487.60033}
\transl
\jour Theory Probab. Appl.
\yr 1982
\vol 27
\issue 1
\pages 37--48
\crossref{https://doi.org/10.1137/1127004}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1983QB14800004}
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  • 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
     
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