A lower bound of large-deviation probabilities for the sample mean under the Cramer condition

DOI10.1023/A:1026150824965zbMath1066.60030OpenAlexW147220924MaRDI QIDQ1781272

Leonid V. Rozovsky

Publication date: 23 June 2005

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1026150824965

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Large deviations (60F10)

Related Items (3)

Sharp large deviation results for sums of independent random variables ⋮ Superlarge deviation probabilities for sums of independent lattice random variables with exponential decreasing tails ⋮ Superlarge Deviation Probabilities for Sums of Independent Random Variables with Exponentially Decreasing Tails. II

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