A small deviation theorem for independent random variables
Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 1, pp. 225-235
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Let $\{X_n,\,n\ge 1\}$ be a sequence of independent, not necessarily identically distributed random variables. Put $S_k(n)=\sum_{i=1+k}^{n+k}X_i$. A small deviation theorem, i.e., the asymptotic bound of $\mathbf P(\max_{i\le n}|S_k (i)|\le x_{k,n})$ is obtained under a uniform Lindeberg's condition.
Keywords:
small deviation, partial sums, independent random variables.
@article{TVP_1995_40_1_a20,
author = {Q. M. Shao},
title = {A small deviation theorem for independent random variables},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {225--235},
year = {1995},
volume = {40},
number = {1},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TVP_1995_40_1_a20/}
}
Q. M. Shao. A small deviation theorem for independent random variables. Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 1, pp. 225-235. http://geodesic.mathdoc.fr/item/TVP_1995_40_1_a20/