Sharp large deviations for sums of bounded from above random variables
From MaRDI portal
Publication:681925
DOI10.1007/s11425-017-9144-9zbMath1382.60053OpenAlexW2751231266MaRDI QIDQ681925
Publication date: 13 February 2018
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-017-9144-9
sums of independent random variablesTalagrand inequalityHoeffding inequalityCramér large deviationssharp large deviations
Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Large deviations (60F10)
Related Items (4)
Cramér moderate deviation expansion for martingales with one-sided Sakhanenko's condition and its applications ⋮ Self-normalized Cramér type moderate deviations for stationary sequences and applications ⋮ Cramér type moderate deviations for self-normalized \(\psi \)-mixing sequences ⋮ Cramér moderate deviations for a supercritical Galton-Watson process
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Hoeffding's inequality for supermartingales
- Berry-Esseen type estimates for large deviation probabilities
- Sharp large deviation results for sums of independent random variables
- On domination of tail probabilities of (super)martingales: explicit bounds
- A Cramér type large deviation result for Student's \(t\)-statistic
- Self-normalized Cramér-type large deviations for independent random variables.
- Large deviations for martingales via Cramér's method
- On Hoeffding's inequalities.
- The missing factor in Hoeffding's inequalities
- Cramér large deviation expansions for martingales under Bernstein's condition
- On the Bennett-Hoeffding inequality
- On Deviations of the Sample Mean
- Probability Inequalities for the Sum of Independent Random Variables
- Sharp Large Deviations for the Ornstein--Uhlenbeck Process
- Lower Bounds for Probabilities of Large Deviations of Sums of Independent Random Variables
- Probability Inequalities for Sums of Bounded Random Variables
- On Large and Superlarge Deviations of Sums of Independent Random Vectors Under Cramér's Condition. II
- Large Deviations for Sums of Independent Non Identically Distributed Random Variables
- Student's t-Test Under Symmetry Conditions
- A non-uniform Berry-Esseen bound via Stein's method
This page was built for publication: Sharp large deviations for sums of bounded from above random variables