Geodesic
The Chernoff-Type Large Deviations for Sums with a Random Normalization
Teoriâ veroâtnostej i ee primeneniâ, Tome 53 (2008) no. 4, pp. 810-817

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In this note we study Chernoff-type large deviations for sums of independent random variables with a random normalization including self-normalized sums.
Keywords: independent random variables, Chernoff's theorem, self-normalized sums, large deviations. 
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     author = {L. V. Rozovskii},
     title = {The {Chernoff-Type} {Large} {Deviations} for {Sums} with a {Random} {Normalization}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {810--817},
     publisher = {mathdoc},
     volume = {53},
     number = {4},
     year = {2008},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2008_53_4_a10/}
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L. V. Rozovskii. The Chernoff-Type Large Deviations for Sums with a Random Normalization. Teoriâ veroâtnostej i ee primeneniâ, Tome 53 (2008) no. 4, pp. 810-817. http://geodesic.mathdoc.fr/item/TVP_2008_53_4_a10/