SUPERLARGE DEVIATION PROBABILITIES FOR SUMS OF INDEPENDENT RANDOM VARIABLES WITH EXPONENTIALLY DECREASING TAILS. II

被引：1

作者：

Rozovsky, L. V. ^{[1
]}

机构：

[1] St Petersburg Chem Pharmaceut Acad, St Petersburg, Russia

来源：

THEORY OF PROBABILITY AND ITS APPLICATIONS | 2015年 / 59卷 / 01期

关键词：

sums of independent random variables; Cramer transform; large deviations; superlarge deviations;

D O I：

10.1137/S0040585X97986990

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In the paper we study large deviation probabilities of a sum of independent identically distributed random variables, whose distribution function has an exponentially decreasing tail at infinity.

引用

页码：168 / 177

页数：10

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