Sharp tail distribution estimates for the supremum of a class of sums of i.i.d. random variables

DOI10.1016/j.spa.2015.07.017zbMath1343.60022OpenAlexW1185089419MaRDI QIDQ898401

Péter Major

Publication date: 8 December 2015

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2015.07.017

zbMATH Keywords

sumsuniform central limit theoremtail distributioni.i.d. random variables

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Large deviations (60F10)

Related Items (1)

Sharp estimate on the supremum of a class of sums of small i.i.d. random variables

Cites Work

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• A local maximal inequality under uniform entropy
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• The Generic Chaining
• Uniform Central Limit Theorems
• Convergence of stochastic processes
• New concentration inequalities in product spaces

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