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This article is cited in 1 scientific paper (total in 1 paper)
Short Communications
The Chernoff-Type Large Deviations for Sums with a Random Normalization
L. V. Rozovskii Saint-Petersburg Chemical-Pharmaceutical Academy
Abstract:
In this note we study Chernoff-type large deviations for sums of independent random variables with a random normalization including self-normalized sums.
Keywords:
independent random variables, Chernoff's theorem, self-normalized sums, large deviations.
Received: 27.09.2006 Revised: 06.02.2008
Citation:
L. V. Rozovskii, “The Chernoff-Type Large Deviations for Sums with a Random Normalization”, Teor. Veroyatnost. i Primenen., 53:4 (2008), 810–817; Theory Probab. Appl., 53:4 (2009), 727–735
Linking options:
https://www.mathnet.ru/eng/tvp2468https://doi.org/10.4213/tvp2468 https://www.mathnet.ru/eng/tvp/v53/i4/p810
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