Super large deviation probabilities for sums of independent lattice random variables with exponential decreasing tails

被引：1

作者：

Rozovsky, Leonid ^{[1
]}

机构：

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

来源：

STATISTICS & PROBABILITY LETTERS | 2012年 / 82卷 / 01期

基金：

俄罗斯基础研究基金会;

关键词：

Sums of independent random variables; Lattice random variables; Maximal step; Large deviations; Superlarge deviations;

D O I：

10.1016/j.spl.2011.09.006

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 note we study large and superlarge deviation probabilities of sum of i.i.d. lattice random variables, whose distribution function has an exponentially decreasing tail at infinity. (C) 2011 Elsevier B.V. All rights reserved.

引用

页码：72 / 76

页数：5

共 50 条

[1] Superlarge deviation probabilities for sums of independent random variables with exponential decreasing distribution
Rozovsky, L. V.
[J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 2008, 52 (01) : 167 - U16
[2] SUPERLARGE DEVIATION PROBABILITIES FOR SUMS OF INDEPENDENT RANDOM VARIABLES WITH EXPONENTIALLY DECREASING TAILS. II
Rozovsky, L. V.
[J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 2015, 59 (01) : 168 - 177
[3] Lower bounds on large deviation probabilities for sums of independent random variables
Nagaev, SV
[J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 2001, 46 (01) : 79 - 102
[4] LARGE DEVIATION PROBABILITIES FOR SUMS OF INDEPENDENT RANDOM VECTORS
OSIPOV, LV
[J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 1978, 23 (03) : 490 - 506
[5] Small Deviation Probabilities for Sums of Independent Positive Random Variables
L. V. Rozovsky
[J]. Vestnik St. Petersburg University, Mathematics, 2020, 53 : 295 - 307
[6] Small Deviation Probabilities for Sums of Independent Positive Random Variables
Rozovsky, L. V.
[J]. VESTNIK ST PETERSBURG UNIVERSITY-MATHEMATICS, 2020, 53 (03) : 295 - 307
[7] Small deviation probabilities for sums of independent positive random variables
Rozovsky L.V.
[J]. Journal of Mathematical Sciences, 2007, 147 (4) : 6935 - 6945
[8] ON MODERATE DEVIATION PROBABILITIES FOR SUMS OF INDEPENDENT RANDOM-VARIABLES
AMOSOVA, NN
[J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 1979, 24 (04) : 856 - 863
[9] ON PROBABILITIES OF LARGE DEVIATIONS FOR SUMS OF INDEPENDENT RANDOM VARIABLES
PETROV, VV
[J]. THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1965, 10 (02): : 287 - &
[10] Sharp large deviation results for sums of independent random variables
FAN XieQuan
GRAMA Ion
LIU QuanSheng
[J]. Science China Mathematics, 2015, 58 (09) : 1939 - 1958

← 1 2 3 4 5 →