A lower bound of large-deviation probabilities for the sample mean under the Cramer condition

DOI10.1023/A:1026150824965zbMATH Open1066.60030OpenAlexW147220924MaRDI QIDQ1781272FDOQ1781272

Authors: L. V. Rozovsky 

Publication date: 23 June 2005

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1026150824965

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Mathematics Subject Classification ID

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

Cited In (4)

• Sharp large deviation results for sums of independent random variables
• Title not available (Why is that?)
• Superlarge deviation probabilities for sums of independent random variables with exponentially decreasing tails. II
• Superlarge deviation probabilities for sums of independent lattice random variables with exponential decreasing tails

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