Large Deviations for Sums of Independent Non Identically Distributed Random Variables

DOI10.1080/03610920802027438zbMath1292.60038OpenAlexW2119002026MaRDI QIDQ5494731

John Robinson, Valentin V. Petrov

Publication date: 29 July 2014

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802027438

zbMATH Keywords

large deviationasymptotic expansionslimit theoremssums of independent random variablesCramér's condition

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Sums of independent random variables; random walks (60G50) Large deviations (60F10)

Related Items (7)

An individual-based model for the Lenski experiment, and the deceleration of the relative fitness ⋮ Edgeworth expansions for independent bounded integer valued random variables ⋮ Large-deviation results for triangular arrays of semiexponential random variables ⋮ Unnamed Item ⋮ Sharp large deviations for sums of bounded from above random variables ⋮ PITMAN MEDAL ⋮ Large deviations at the transition for sums of Weibull-like random variables

Cites Work

• Unnamed Item
• Probabilities of Large Deviations for Random Vectors

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