NDLI: On large deviations for sums of independent random variables

Content Provider	Semantic Scholar
Author	Petrov, Valentin V. Robinson, Joshua J.
Copyright Year	2006
Abstract	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 arbitrarily many summands is also obtained.
File Format	PDF HTM / HTML
Alternate Webpage(s)	http://www.maths.usyd.edu.au/u/pubs/publist/preprints/2007/petrov-2.pdf
Alternate Webpage(s)	http://www.stochastik.math.uni-goettingen.de/files/kolloquium/abs_petrov.pdf
Alternate Webpage(s)	http://www.maths.usyd.edu.au/u/pubs/publist/preprints/2006/hu-19.pdf
Language	English
Access Restriction	Open
Subject Keyword	Courant–Friedrichs–Lewy condition Probability
Content Type	Text
Resource Type	Article

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