Sharp large deviations under Bernstein's condition

DOI10.1016/J.CRMA.2013.10.015zbMath1285.60023OpenAlexW1980544165MaRDI QIDQ387793

Xiequan Fan, I. G. Grama, Quan-sheng Liu

Publication date: 17 December 2013

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2013.10.015

zbMATH Keywords

Bernstein's inequalitysums of non-bounded random variables

Mathematics Subject Classification ID

Large deviations (60F10)

Related Items (2)

Sharp large deviation results for sums of independent random variables ⋮ A generalization of Cramér large deviations for martingales

Cites Work

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• The missing factor in Hoeffding's inequalities
• Strong large deviations for arbitrary sequences of random variables
• On Deviations of the Sample Mean
• Sharp large deviations in nonparametric estimation
• Lower Bounds for Probabilities of Large Deviations for Sums of Independent Random Variables
• Sharp Large Deviations for the Ornstein--Uhlenbeck Process
• Lower Bounds on Large Deviation Probabilities for Sums of Independent Random Variables

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