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Teoriya Veroyatnostei i ee Primeneniya, 1972, Volume 17, Issue 2, Pages 320–341 (Mi tvp2536)  

This article is cited in 19 scientific papers (total in 20 papers)

On probabilities of large deviations for sums of independent random variables

L. V. Osipov

Leningrad
Abstract: Let $X_1,\dots,X_n,\dots$ be a sequence of independent identically distributed random variables with distribution function $F(x)$, and let $\mathbf EX_i=0$, $\mathbf DX_i=1$. Put
$$ F_n(x)=\mathbf P\biggl\{\sum_1^nX_i<x\biggr\},\quad\Phi(x)=\frac1{\sqrt{2\pi}}\int_{-\infty}^xe^{-z^2/2}\,dz. $$
Let $\Lambda(z)$ be such a function that $\Lambda(z)/\sqrt z\to\infty$, $z\to\infty$, and $\Lambda(z)<z^\alpha$, $1/2<\alpha<1$. We consider the following problem: under which conditions
$$ 1-F_n(x)=\biggl(1-\Phi\Bigl(\frac x{\sqrt n}\Bigr)\biggr)\exp\biggl\{\sum_{\nu=3}^k\mu_\nu\frac{x^\nu}{n^{\nu-1}}\biggr\}(1+o(1)),\quad n\to\infty, $$
uniformly in $x\in[0,\Lambda(n)]$ where $k$ is the largest integer for which $\varlimsup_{z\to\infty}\Lambda^k(z)/z^{k-1}>0$ and $\mu_3,\dots,\mu_k$ are real numbers? Theorem 4 gives an answer to this question under some additional restrictions on $\Lambda(z)$. In Theorem 2 we consider the case $\Lambda(z)=z^\alpha$.
Received: 24.09.1970
English version:
Theory of Probability and its Applications, 1973, Volume 17, Issue 2, Pages 309–331
DOI: https://doi.org/10.1137/1117034
Bibliographic databases:
Language: Russian
Citation: L. V. Osipov, “On probabilities of large deviations for sums of independent random variables”, Teor. Veroyatnost. i Primenen., 17:2 (1972), 320–341; Theory Probab. Appl., 17:2 (1973), 309–331
Citation in format AMSBIB
\Bibitem{Osi72}
\by L.~V.~Osipov
\paper On probabilities of large deviations for sums of independent random variables
\jour Teor. Veroyatnost. i Primenen.
\yr 1972
\vol 17
\issue 2
\pages 320--341
\mathnet{http://mi.mathnet.ru/tvp2536}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=303583}
\zmath{https://zbmath.org/?q=an:0271.60035}
\transl
\jour Theory Probab. Appl.
\yr 1973
\vol 17
\issue 2
\pages 309--331
\crossref{https://doi.org/10.1137/1117034}
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  • https://www.mathnet.ru/eng/tvp/v17/i2/p320
    Erratum
    This publication is cited in the following 20 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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