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Zapiski Nauchnykh Seminarov LOMI, 1979, Volume 85, Pages 6–16 (Mi znsl2948)  

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

On probabilities of moderate deviations

N. N. Amosova
Full-text PDF (416 kB) Citations (3)
Abstract: Let $\{X_n;n=1,2,\dots\}$ be a sequence of independent identically distributed random variables, and let $\sigma>0$ and $c>0$. Put
$$ S_n=\sum_{i=1}^n X_i,\quad\Phi(x)=\frac1{\sqrt{2\pi}}\int_{-\infty}^x e^{-t^2/2}\,dt. $$
The rate of convergence of probabilities $P(S_n\geq\varepsilon(n\log n)^{1/r})$, $P(\max_{1\leq k\leq n}S_k\geq\varepsilon(n\log n)^{1/r})$ and $P(\sup_{k\geq n}\frac{S_k}{(k\log k)^{1/r}}\geq\varepsilon)$ for all $\varepsilon>\varepsilon_0$ and some $r$, $\varepsilon_0$ is studied and necessary and sufficient conditions are found for the relation
$$ P(S_n\geq x\sigma\sqrt n)=(1-\Phi(x))(1+O(1)),\quad n\to\infty,\quad0\leq x\leq C\sqrt{\log n}, $$
to hold.
English version:
Journal of Soviet Mathematics, 1982, Volume 20, Issue 3, Pages 2123–2130
DOI: https://doi.org/10.1007/BF01239988
Bibliographic databases:
UDC: 519.21
Language: Russian
Citation: N. N. Amosova, “On probabilities of moderate deviations”, Investigations in the theory of probability distributions. Part IV, Zap. Nauchn. Sem. LOMI, 85, "Nauka", Leningrad. Otdel., Leningrad, 1979, 6–16; J. Soviet Math., 20:3 (1982), 2123–2130
Citation in format AMSBIB
\Bibitem{Amo79}
\by N.~N.~Amosova
\paper On probabilities of moderate deviations
\inbook Investigations in the theory of probability distributions. Part~IV
\serial Zap. Nauchn. Sem. LOMI
\yr 1979
\vol 85
\pages 6--16
\publ "Nauka", Leningrad. Otdel.
\publaddr Leningrad
\mathnet{http://mi.mathnet.ru/znsl2948}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=535454}
\zmath{https://zbmath.org/?q=an:0417.60036|0489.60032}
\transl
\jour J. Soviet Math.
\yr 1982
\vol 20
\issue 3
\pages 2123--2130
\crossref{https://doi.org/10.1007/BF01239988}
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  • 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
    Записки научных семинаров ПОМИ
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