On probabilities of moderate deviations of sums of independent random variables
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 5, Tome 294 (2002), pp. 200-215
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The asymptotics of probabilities of moderate deviations and their logarithm are investigated for an array of row-wise independent random variables with finite variations and finite one-sided moments of order $p>2$. The range of a zone of normal convergence is calculated in terms of Lyapunov ratios constructed from positive parts of the random variables. Bounds for probabilities of moderate deviations are also derived when the normal convergence fails.
@article{ZNSL_2002_294_a14,
author = {A. N. Frolov},
title = {On probabilities of moderate deviations of sums of independent random variables},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {200--215},
publisher = {mathdoc},
volume = {294},
year = {2002},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2002_294_a14/}
}
A. N. Frolov. On probabilities of moderate deviations of sums of independent random variables. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 5, Tome 294 (2002), pp. 200-215. http://geodesic.mathdoc.fr/item/ZNSL_2002_294_a14/