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Teoriya Veroyatnostei i ee Primeneniya, 1995, Volume 40, Issue 2, Pages 260–269 (Mi tvp3475)  

This article is cited in 3 scientific papers (total in 3 papers)

Unimprovable exponential bounds for distributions of sums of a random number of random variables

A. A. Borovkov

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
Abstract: The basic object of the study is the asymptotic behavior of $\mathbf{P}(Z_\nu>t)$ as $t\to\infty $ for sums $Z_\nu$ of random number $\nu$ of random variables $\zeta_1,\zeta_2,\dots$ . It was established in [1] that, if conditional “with respect to the past” probabilities of the events $\{\zeta_k>t\}$ are dominated by a function $\delta_1(t)$, $\mathbf{P}(\nu>t)<\delta_2(t)$, and the functions $\delta_1$ and $\delta_2$ are close to power functions, then $\mathbf{P}(Z_\nu>t)<c\max(\delta_1(t),\delta_2(t))$, $c=\mathrm{const}$, and this bound cannot be improved. In the present paper, we study the asymptotics of $\mathbf{P}(Z_\nu>t)$ in the case when the functions $\delta_1$ and $\delta_2$ are exponential. The nature of unimprovable bounds for $\mathbf{P}(Z_\nu>t)$ turns out in this case to be different.
Keywords: sums of random number of random variables, stopped sums, large deviations, exponential bounds.
Received: 16.12.1991
English version:
Theory of Probability and its Applications, 1995, Volume 40, Issue 2, Pages 230–237
DOI: https://doi.org/10.1137/1140026
Bibliographic databases:
Language: Russian
Citation: A. A. Borovkov, “Unimprovable exponential bounds for distributions of sums of a random number of random variables”, Teor. Veroyatnost. i Primenen., 40:2 (1995), 260–269; Theory Probab. Appl., 40:2 (1995), 230–237
Citation in format AMSBIB
\Bibitem{Bor95}
\by A.~A.~Borovkov
\paper Unimprovable exponential bounds for distributions of sums of a~random number of random variables
\jour Teor. Veroyatnost. i Primenen.
\yr 1995
\vol 40
\issue 2
\pages 260--269
\mathnet{http://mi.mathnet.ru/tvp3475}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1346465}
\zmath{https://zbmath.org/?q=an:0852.60018|0842.60016}
\transl
\jour Theory Probab. Appl.
\yr 1995
\vol 40
\issue 2
\pages 230--237
\crossref{https://doi.org/10.1137/1140026}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1996VE35900003}
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  • https://www.mathnet.ru/eng/tvp/v40/i2/p260
  • 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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