Superlarge Deviation Probabilities for Sums of Independent Random Variables with Exponentially Decreasing Tails. II

DOI10.1137/S0040585X97986990zbMath1314.60080MaRDI QIDQ5252481

Leonid V. Rozovsky

Publication date: 2 June 2015

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

large deviationssums of independent random variablessuperlarge deviationsCramér transform

Mathematics Subject Classification ID

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

Related Items (1)

Small Deviation Probabilities for a Weighted Sum of Independent Positive Random Variables with Common Distribution Function That Can Decrease at Zero Fast Enough

Cites Work

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• On Large and Superlarge Deviations of Sums of Independent Random Vectors Under Cramér's Condition. II
• On the Probabilities of Large Deviations for Sums of Independent Random Variables
• Saddlepoint Approximations in Statistics

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