On a lower bound of large -- deviation probabilities for the sample mean under the Cramer condition
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 4, Tome 278 (2001), pp. 208-224
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Let $X_1,X_2,\dots$ be i.i.d. random variables, satisfying the condition
$$
\mathbf EX_1^2 e^{\lambda X_1}\infty\ (\exists\,\lambda>0).
$$
We investigate the asymptotic behavior of $\mathbf P(\bar X_n\ge x)$ as $n\to\infty$ provided that
$\bar X_n=\frac{X_1+\dots+X_n}{n}$, when $x\ge x_n>\mathbf EX_1$ and $x_n$ is such that $\bar X_n$ is contained in a zone of large deviations, i.e. $\mathbf P(\bar X_n\ge x_n)\to0$.
@article{ZNSL_2001_278_a12,
author = {L. V. Rozovskii},
title = {On a lower bound of large -- deviation probabilities for the sample mean under the {Cramer} condition},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {208--224},
publisher = {mathdoc},
volume = {278},
year = {2001},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2001_278_a12/}
}
TY - JOUR AU - L. V. Rozovskii TI - On a lower bound of large -- deviation probabilities for the sample mean under the Cramer condition JO - Zapiski Nauchnykh Seminarov POMI PY - 2001 SP - 208 EP - 224 VL - 278 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_2001_278_a12/ LA - ru ID - ZNSL_2001_278_a12 ER -
L. V. Rozovskii. On a lower bound of large -- deviation probabilities for the sample mean under the Cramer condition. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 4, Tome 278 (2001), pp. 208-224. http://geodesic.mathdoc.fr/item/ZNSL_2001_278_a12/