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

DOI10.1137/S0040585X97978725zbMath0990.60022OpenAlexW4246743076MaRDI QIDQ4328525

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

characteristic functionlarge deviationsindependent random variablesKolmogorov inequalityratioBernstein conditionconvolution of distribution functionsBerry-Esseen estimatorsmethod of conjugate distributions

Mathematics Subject Classification ID

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

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Sharp large deviations under Bernstein's condition ⋮ On probability analogs of Rosenthal's inequality ⋮ Self-normalized moderate deviations for random walk in random scenery ⋮ Moderate deviations for a random walk in random scenery ⋮ Moderate deviations for the self-normalized random walk in random scenery

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