Uniformly accurate quantile bounds for sums of arbitrary independent random variables

DOI10.1007/s10959-009-0254-2zbMath1210.60045MaRDI QIDQ616267

Michael J. Klass, Krzysztof Nowicki

Publication date: 7 January 2011

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-009-0254-2

zbMATH Keywords

sum of independent random variables; universal bounds; maximum of independent random variables; upper quantiles

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

60G50: Sums of independent random variables; random walks

46E30: Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.)

Related Items

Uniform bounds on the relative error in the approximation of upper quantiles for sums of arbitrary independent random variables

Cites Work

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