Large deviations of sums of independent random variables
نویسندگان
چکیده
منابع مشابه
On large deviations of sums of independent random variables
Extensions of some limit theorems are proved for tail probabilities of sums of independent identically distributed random variables satisfying the one-sided or two-sided Cramér’s condition. The large deviation x-region under consideration is broader than in the classical Cramér’s theorem, and the estimate of the remainder is uniform with respect to x. The corresponding asymptotic expansion with...
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ژورنال
عنوان ژورنال: Acta Arithmetica
سال: 1988
ISSN: 0065-1036,1730-6264
DOI: 10.4064/aa-49-4-427-434