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Teoriya Veroyatnostei i ee Primeneniya, 1995, Volume 40, Issue 1, Pages 225–235
(Mi tvp3441)
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This article is cited in 5 scientific papers (total in 5 papers)
Short Communications
A small deviation theorem for independent random variables
Q. M. Shao Department of Mathematics, Hangzhou University, Hangzhou, P. R. China
Abstract:
Let $\{X_n,\,n\ge 1\}$ be a sequence of independent, not necessarily identically distributed random variables. Put $S_k(n)=\sum_{i=1+k}^{n+k}X_i$. A small deviation theorem, i.e., the asymptotic bound of $\mathbf P(\max_{i\le n}|S_k (i)|\le x_{k,n})$ is obtained under a uniform Lindeberg's condition.
Keywords:
small deviation, partial sums, independent random variables.
Received: 25.06.1991
Citation:
Q. M. Shao, “A small deviation theorem for independent random variables”, Teor. Veroyatnost. i Primenen., 40:1 (1995), 225–235; Theory Probab. Appl., 40:1 (1995), 191–200
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https://www.mathnet.ru/eng/tvp3441 https://www.mathnet.ru/eng/tvp/v40/i1/p225
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Abstract page: | 197 | Full-text PDF : | 59 | First page: | 9 |
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