A lower bound for large deviation probabilities of sum of independent random variables with finite variances
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 3, Tome 260 (1999), pp. 218-239
Voir la notice de l'article provenant de la source Math-Net.Ru
Our objective is to obtain nonasymptotic estimates from below for large deviation probabilities of sum of
independent random variables which are more general, sharp and natural than analogous estimates of other authors.
@article{ZNSL_1999_260_a14,
author = {L. V. Rozovskii},
title = {A lower bound for large deviation probabilities of sum of independent random variables with finite variances},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {218--239},
publisher = {mathdoc},
volume = {260},
year = {1999},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1999_260_a14/}
}
TY - JOUR AU - L. V. Rozovskii TI - A lower bound for large deviation probabilities of sum of independent random variables with finite variances JO - Zapiski Nauchnykh Seminarov POMI PY - 1999 SP - 218 EP - 239 VL - 260 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_1999_260_a14/ LA - ru ID - ZNSL_1999_260_a14 ER -
%0 Journal Article %A L. V. Rozovskii %T A lower bound for large deviation probabilities of sum of independent random variables with finite variances %J Zapiski Nauchnykh Seminarov POMI %D 1999 %P 218-239 %V 260 %I mathdoc %U http://geodesic.mathdoc.fr/item/ZNSL_1999_260_a14/ %G ru %F ZNSL_1999_260_a14
L. V. Rozovskii. A lower bound for large deviation probabilities of sum of independent random variables with finite variances. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 3, Tome 260 (1999), pp. 218-239. http://geodesic.mathdoc.fr/item/ZNSL_1999_260_a14/