On Probabilities of Large Deviations for Sums of Independent Random Variables

DOI10.1137/1117034MaRDI QIDQ5179573zbMATH OpenOpenAlexFDO

Authors L. V. Osipov

Publication date 1972

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

Full work available at URL https://doi.org/10.1137/1117034

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Large deviations (60F10) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Cited in

(9)

• Asymptotic expansions for probabilities of large deviations
• Nonparametric hypothesis testing with small type I or type II error probabilities
• Toward the history of the Saint St. Petersburg school of probability and statistics. I: Limit theorems for sums of independent random variables
• A general lemma on probabilities of large deviations
• On sample-path moderate deviation principles for random walks
• Transition phenomena for ladder epochs of random walks with small negative drift
• Nonparametric signal detection with small values of type I and type II error probabilities
• A problem of A. N. Kolmogorov from the theory of the summation of independent random variables
• Probabilities of large and moderate deviations for maximum likelihood estimates

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