On the probabilities of moderate deviations for sums of independent random variables
Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 4, pp. 858-865

Voir la notice de l'article provenant de la source Math-Net.Ru

Let $X_1,X_2,\dots$ be a sequence of independent identically distributed random variables and $\sigma>0$. Put $$ F_n(x)=\mathbf P\biggl\{\sum_{i=1}^nX_i\biggr\},\qquad\Phi(x)=(2\pi)^{-1/2}\int_{-\infty}^x e^{-t^2/2}\,dt. $$ Necessary and sufficient conditions are found for the validity of the relation $$ 1-F_n(x\sigma\sqrt n)=(1-\Phi(x))(1+o(1)),\qquad 0\le x\le c\sqrt{\log n},\qquad n\to\infty. $$
@article{TVP_1979_24_4_a18,
     author = {N. N. Amosova},
     title = {On the probabilities of moderate deviations for sums of independent random variables},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {858--865},
     publisher = {mathdoc},
     volume = {24},
     number = {4},
     year = {1979},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1979_24_4_a18/}
}
TY  - JOUR
AU  - N. N. Amosova
TI  - On the probabilities of moderate deviations for sums of independent random variables
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1979
SP  - 858
EP  - 865
VL  - 24
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_1979_24_4_a18/
LA  - ru
ID  - TVP_1979_24_4_a18
ER  - 
%0 Journal Article
%A N. N. Amosova
%T On the probabilities of moderate deviations for sums of independent random variables
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1979
%P 858-865
%V 24
%N 4
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_1979_24_4_a18/
%G ru
%F TVP_1979_24_4_a18
N. N. Amosova. On the probabilities of moderate deviations for sums of independent random variables. Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 4, pp. 858-865. http://geodesic.mathdoc.fr/item/TVP_1979_24_4_a18/