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Zapiski Nauchnykh Seminarov POMI, 2002, Volume 294, Pages 200–215
(Mi znsl1696)
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This article is cited in 10 scientific papers (total in 10 papers)
On probabilities of moderate deviations of sums of independent random variables
A. N. Frolov Saint-Petersburg State University
Abstract:
The asymptotics of probabilities of moderate deviations and their logarithm are investigated for an array of row-wise independent random variables with finite variations and finite one-sided moments of order $p>2$. The range of a zone of normal convergence is calculated in terms of Lyapunov ratios constructed from positive parts of the random variables. Bounds for probabilities of moderate deviations are also derived when the normal convergence fails.
Received: 10.07.2002
Citation:
A. N. Frolov, “On probabilities of moderate deviations of sums of independent random variables”, Probability and statistics. Part 5, Zap. Nauchn. Sem. POMI, 294, POMI, St. Petersburg, 2002, 200–215; J. Math. Sci. (N. Y.), 127:1 (2005), 1787–1796
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https://www.mathnet.ru/eng/znsl1696 https://www.mathnet.ru/eng/znsl/v294/p200
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Abstract page: | 168 | Full-text PDF : | 75 |
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