Sums of independent random variables with finite variances~-- moderate deviations and nonuniform bounds in the CLT
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 7, Tome 311 (2004), pp. 242-259
Voir la notice de l'article provenant de la source Math-Net.Ru
In the paper the new nonuniform bounds in the CLT for sums of independent random variables with finite variances are contained. Some simple and sharp nonasymptotic upper bounds for large deviation probabilities of the sums are derived. The results obtained are applied to refine the known conditions and to find the new ones under which the large deviation theorems in the series scheme are true.
@article{ZNSL_2004_311_a14,
author = {L. V. Rozovskii},
title = {Sums of independent random variables with finite variances~-- moderate deviations and nonuniform bounds in the {CLT}},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {242--259},
publisher = {mathdoc},
volume = {311},
year = {2004},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2004_311_a14/}
}
TY - JOUR AU - L. V. Rozovskii TI - Sums of independent random variables with finite variances~-- moderate deviations and nonuniform bounds in the CLT JO - Zapiski Nauchnykh Seminarov POMI PY - 2004 SP - 242 EP - 259 VL - 311 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_2004_311_a14/ LA - ru ID - ZNSL_2004_311_a14 ER -
%0 Journal Article %A L. V. Rozovskii %T Sums of independent random variables with finite variances~-- moderate deviations and nonuniform bounds in the CLT %J Zapiski Nauchnykh Seminarov POMI %D 2004 %P 242-259 %V 311 %I mathdoc %U http://geodesic.mathdoc.fr/item/ZNSL_2004_311_a14/ %G ru %F ZNSL_2004_311_a14
L. V. Rozovskii. Sums of independent random variables with finite variances~-- moderate deviations and nonuniform bounds in the CLT. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 7, Tome 311 (2004), pp. 242-259. http://geodesic.mathdoc.fr/item/ZNSL_2004_311_a14/