Lower Bounds on Large Deviation Probabilities for Sums of Independent Random Variables

DOI10.1137/S0040585X97978725MaRDI QIDQ4328525zbMATH OpenOpenAlexFDO

Authors Sergei Nagaev

Publication date 25 April 2002

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

Full work available at URL https://doi.org/10.1137/s0040585x97978725

zbMATH Keywords

Bernstein conditionBerry-Esseen estimatorscharacteristic functionconvolution of distribution functionsindependent random variablesKolmogorov inequalitylarge deviationsmethod of conjugate distributionsratio

Mathematics Subject Classification ID

Large deviations (60F10) Sums of independent random variables; random walks (60G50)

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(12)

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• scientific article; zbMATH DE number 4028508 (Why is no real title available?)
• Sharp large deviations under Bernstein's condition
• A Note on Lower Bounds of Large Deviation Probabilities
• Lower Bounds for Probabilities of Large Deviations of Sums of Independent Random Variables
• Moderate deviations for a random walk in random scenery

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