An Inequality for Probabilities of Large Deviations

DOI10.1137/1132045MaRDI QIDQ3813001zbMATH OpenOpenAlexFDO

Authors N. N. Amosova

Publication date 1987

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

Full work available at URL https://doi.org/10.1137/1132045

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Large deviations (60F10) Sums of independent random variables; random walks (60G50)

Cited in

(5)

• An inequality concerning the deviation between theoretical and empirical distributions
• A probability inequality for obtaining lower bounds in the large deviation principle
• A martingale inequality and large deviations.
• Fano's inequality for random variables
• Remarks on Inequalities for Large Deviation Probabilities

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