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Zapiski Nauchnykh Seminarov POMI, 2001, Volume 278, Pages 208–224 (Mi znsl1444)  

This article is cited in 15 scientific papers (total in 15 papers)

On a lower bound of large – deviation probabilities for the sample mean under the Cramer condition

L. V. Rozovskii

Saint-Petersburg Chemical-Pharmaceutical Academy
Abstract: Let $X_1,X_2,\dots$ be i.i.d. random variables, satisfying the condition
$$ \mathbf EX_1^2 e^{\lambda X_1}<\infty\ (\exists\,\lambda>0). $$
We investigate the asymptotic behavior of $\mathbf P(\bar X_n\ge x)$ as $n\to\infty$ provided that $\bar X_n=\frac{X_1+\dots+X_n}{n}$, when $x\ge x_n>\mathbf EX_1$ and $x_n$ is such that $\bar X_n$ is contained in a zone of large deviations, i.e. $\mathbf P(\bar X_n\ge x_n)\to0$.
Received: 15.12.2000
English version:
Journal of Mathematical Sciences (New York), 2003, Volume 118, Issue 6, Pages 5624–5634
DOI: https://doi.org/10.1023/A:1026150824965
Bibliographic databases:
UDC: 519.2
Language: Russian
Citation: L. V. Rozovskii, “On a lower bound of large – deviation probabilities for the sample mean under the Cramer condition”, Probability and statistics. Part 4, Zap. Nauchn. Sem. POMI, 278, POMI, St. Petersburg, 2001, 208–224; J. Math. Sci. (N. Y.), 118:6 (2003), 5624–5634
Citation in format AMSBIB
\Bibitem{Roz01}
\by L.~V.~Rozovskii
\paper On a lower bound of large -- deviation probabilities for the sample mean under the Cramer condition
\inbook Probability and statistics. Part~4
\serial Zap. Nauchn. Sem. POMI
\yr 2001
\vol 278
\pages 208--224
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl1444}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1874381}
\zmath{https://zbmath.org/?q=an:1066.60030}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2003
\vol 118
\issue 6
\pages 5624--5634
\crossref{https://doi.org/10.1023/A:1026150824965}
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  • https://www.mathnet.ru/eng/znsl/v278/p208
  • This publication is cited in the following 15 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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