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Zapiski Nauchnykh Seminarov POMI, 2002, Volume 294, Pages 200–215 (Mi znsl1696)  
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
Full-text PDF (209 kB) Citations (10)
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
English version:
Journal of Mathematical Sciences (New York), 2005, Volume 127, Issue 1, Pages 1787–1796
DOI: https://doi.org/10.1007/s10958-005-0141-z
Bibliographic databases:
UDC: 519.2
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Fro02}
\by A.~N.~Frolov
\paper On probabilities of moderate deviations of sums of independent random variables
\inbook Probability and statistics. Part~5
\serial Zap. Nauchn. Sem. POMI
\yr 2002
\vol 294
\pages 200--215
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl1696}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1976757}
\zmath{https://zbmath.org/?q=an:1076.60021}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2005
\vol 127
\issue 1
\pages 1787--1796
\crossref{https://doi.org/10.1007/s10958-005-0141-z}
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  • https://www.mathnet.ru/eng/znsl/v294/p200
    • This publication is cited in the following 10 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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