Probabilistic inequalities for sums of independent random variables in terms of truncated pseudomoments
Teoriâ veroâtnostej i ee primeneniâ, Tome 42 (1997) no. 3, pp. 615-623
An estimate is obtained for the probability of large deviations of the sum of independent random variables which uses the closeness of the distributions of summands to the Gaussian distribution.
Keywords:
large deviations, truncated pseudomoments, standard normal law.
@article{TVP_1997_42_3_a12,
author = {S. V. Nagaev},
title = {Probabilistic inequalities for~sums of~independent random variables in~terms of~truncated pseudomoments},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {615--623},
year = {1997},
volume = {42},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1997_42_3_a12/}
}
TY - JOUR AU - S. V. Nagaev TI - Probabilistic inequalities for sums of independent random variables in terms of truncated pseudomoments JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1997 SP - 615 EP - 623 VL - 42 IS - 3 UR - http://geodesic.mathdoc.fr/item/TVP_1997_42_3_a12/ LA - ru ID - TVP_1997_42_3_a12 ER -
S. V. Nagaev. Probabilistic inequalities for sums of independent random variables in terms of truncated pseudomoments. Teoriâ veroâtnostej i ee primeneniâ, Tome 42 (1997) no. 3, pp. 615-623. http://geodesic.mathdoc.fr/item/TVP_1997_42_3_a12/