Superlarge deviation probabilities for sums of independent random variables with exponential decreasing distribution
Teoriâ veroâtnostej i ee primeneniâ, Tome 52 (2007) no. 1, pp. 175-179
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In this paper large deviation probabilities of sums of independent identically distributed random variables are studied, whose distribution function has an exponential decreasing tail.
Keywords:
independent random variables, large deviations, regular varying function.
@article{TVP_2007_52_1_a11,
author = {L. V. Rozovskii},
title = {Superlarge deviation probabilities for sums of independent random variables with exponential decreasing distribution},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {175--179},
publisher = {mathdoc},
volume = {52},
number = {1},
year = {2007},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2007_52_1_a11/}
}
TY - JOUR AU - L. V. Rozovskii TI - Superlarge deviation probabilities for sums of independent random variables with exponential decreasing distribution JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2007 SP - 175 EP - 179 VL - 52 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2007_52_1_a11/ LA - ru ID - TVP_2007_52_1_a11 ER -
%0 Journal Article %A L. V. Rozovskii %T Superlarge deviation probabilities for sums of independent random variables with exponential decreasing distribution %J Teoriâ veroâtnostej i ee primeneniâ %D 2007 %P 175-179 %V 52 %N 1 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_2007_52_1_a11/ %G ru %F TVP_2007_52_1_a11
L. V. Rozovskii. Superlarge deviation probabilities for sums of independent random variables with exponential decreasing distribution. Teoriâ veroâtnostej i ee primeneniâ, Tome 52 (2007) no. 1, pp. 175-179. http://geodesic.mathdoc.fr/item/TVP_2007_52_1_a11/