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Teoriya Veroyatnostei i ee Primeneniya, 2001, Volume 46, Issue 1, Pages 50–73
DOI: https://doi.org/10.4213/tvp3951 (Mi tvp3951) 		 
This article is cited in 9 scientific papers (total in 9 papers)

Lower Bounds on Large Deviation Probabilities for Sums of Independent Random Variables

S. V. Nagaev

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
Full-text PDF (1934 kB) Citations (9)
DOI: https://doi.org/10.4213/tvp3951
Abstract: This paper derives the lower estimates for large deviation probabilities for sums of independent random variables. The area of application of these estimates is described in terms of a Lyapunov ratio. The obtained estimates are compared with lower estimates obtained by Kolmogorov, Feller, Lenart, and Arkhangelskii.
Keywords: large deviations, method of conjugate distributions, independent random variables, Kolmogorov inequality, ratio, Berry–Esseen estimators, convolution of distribution functions, Bernstein condition, characteristic function.
Received: 02.07.1998
English version:
Theory of Probability and its Applications, 2002, Volume 46, Issue 1, Pages 79–102
DOI: https://doi.org/10.1137/S0040585X97978725
Bibliographic databases:
Language: Russian
Citation: S. V. Nagaev, “Lower Bounds on Large Deviation Probabilities for Sums of Independent Random Variables”, Teor. Veroyatnost. i Primenen., 46:1 (2001), 50–73; Theory Probab. Appl., 46:1 (2002), 79–102
Citation in format AMSBIB
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\paper Lower Bounds on Large Deviation Probabilities for Sums of Independent Random Variables
\jour Teor. Veroyatnost. i Primenen.
\yr 2001
\vol 46
\issue 1
\pages 50--73
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\zmath{https://zbmath.org/?q=an:0990.60022}
\transl
\jour Theory Probab. Appl.
\yr 2002
\vol 46
\issue 1
\pages 79--102
\crossref{https://doi.org/10.1137/S0040585X97978725}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000174464700005}
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  • https://www.mathnet.ru/eng/tvp3951
  • https://doi.org/10.4213/tvp3951
  • https://www.mathnet.ru/eng/tvp/v46/i1/p50
    • This publication is cited in the following 9 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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