Approximation of partial sums of arbitrary i. i. d. random variables and the precision of the usual exponential upper bound
type: Item
instance of: scholarly article
title: Approximation of partial sums of arbitrary i. i. d. random variables and the precision of the usual exponential upper bound
zbMATH Open document ID: 0891.62007
author: Marjorie G. Hahn
author: Michael J. Klass
published in: The Annals of Probability
publication date: 1997-10-26T00:00:00Z
Mathematics Subject Classification ID: 62E17
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 1078145
zbMATH Keywords: Esscher transform
zbMATH Keywords: approximation of exceedance levels
zbMATH Keywords: exponential upper bounds
zbMATH Keywords: local probability approximations
zbMATH Keywords: tail probabilities
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1024404520
OpenAlex ID: W2018573063
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cites work: On large deviations
cites work: An application of Fourier methods to the problem of sharpening the Berry-Esseen inequality
DOI: 10.1214/AOP/1024404520
description: scientific article; zbMATH DE number 1078145