Estimate from below for large-deviation probabilities of a sum of independent random variables with finite variances

被引:0
|
作者
Rozovsky L.V. [1 ]
机构
[1] St. Petersburg Academy of Chemistry and Pharmacology,
基金
俄罗斯基础研究基金会;
关键词
Independent Random Variable; Deviation Probability; Analogous Estimate; Finite Variance; Large Deviation Probability;
D O I
10.1023/A:1014589618720
中图分类号
学科分类号
摘要
The goal of this paper is to obtain nonasymptotic estimates from below for large deviation probabilities of a sum of independent random variables that generalize, refine, and are more natural than analogous estimates of other authors. © 2002 Plenum Publishing Corporation. © 2002 Plenum Publishing Corporation.
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页码:2192 / 2209
页数:17
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