Probability Inequalities for Sums of Independent Random Variables

DOI10.1137/1116071zbMath0259.60024OpenAlexW2018825747MaRDI QIDQ5674739

Publication date: 1971

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

Full work available at URL: https://doi.org/10.1137/1116071

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Large deviations (60F10)

Related Items (only showing first 100 items - show all)

Precise asymptotics in the law of the iterated logarithm. ⋮ Moment and probability inequalities for sums of bounded additive functionals of regular Markov chains via the Nummelin splitting technique ⋮ Rates of convergence in the functional CLT for multidimensional continuous time martingales. ⋮ An inequality of widely dependent random variables and its applications ⋮ A useful estimate in the multidimensional invariance principle ⋮ Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic ⋮ Martin boundary of random walks in convex cones ⋮ On Bernstein-type inequalities for martingales. ⋮ Deviation inequalities for martingales with applications ⋮ Invasion percolation on Galton-Watson trees ⋮ On the Bernstein-Hoeffding method ⋮ Unnamed Item ⋮ Probabilistic Inequalities for the Galton--Watson Processes ⋮ A Monte Carlo estimation of the entropy for Markov chains ⋮ Precise asymptotics for Lévy processes ⋮ Precise large deviations for sums of random variables with consistently varying tails ⋮ Asymptotic properties of the multivariate Nadaraya-Watson regression function estimate: The fixed design case ⋮ Modified unit root tests with nuisance parameter free asymptotic distributions ⋮ Approximation of partial sums of arbitrary i. i. d. random variables and the precision of the usual exponential upper bound ⋮ General Bahr-Esseen inequalities and their applications ⋮ Capacity of the range of tree-indexed random walk ⋮ Strong law of large numbers and complete convergence for non-identically distributed WOD random variables ⋮ A bound on the expected overshoot for some concave boundaries ⋮ Probability inequalities for sums of NSD random variables and applications ⋮ General theorems on exponential and Rosenthal's inequalities and on complete convergence ⋮ On the asymptotic normality of estimates in the nearly non-stationary AR(1) models ⋮ A large deviation result for aggregate claims with dependent claim occurrences ⋮ Complete convergence for maximal sums of negatively associated random variables ⋮ On the laws of the iterated logarithm under sub-linear expectations ⋮ A statistical view of clustering performance through the theory of \(U\)-processes ⋮ Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model ⋮ Large deviations for the stochastic present value of aggregate claims in the renewal risk model ⋮ Linear representation of M-estimates in linear models ⋮ Mean convergence theorems and weak laws of large numbers for weighted sums of dependent random variables ⋮ Precise large deviations for a customer-based individual risk model ⋮ Long and short paths in uniform random recursive dags ⋮ On the Bennett-Hoeffding inequality ⋮ Rate of convergence in a theorem of Heyde ⋮ Precise asymptotics in Spitzer and Baum-Katz's law of large numbers: The semistable case. ⋮ Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter ⋮ Rates in the complete convergence of bootstrap means. ⋮ Some mean convergence and complete convergence theorems for sequences of \(m\)-linearly negative quadrant dependent random variables. ⋮ On nonparametric estimation in nonlinear AR(1)-models ⋮ Strong convergence of kernel estimators for product densities of absolutely regular point processes ⋮ The depth first processes of Galton-Watson trees converge to the same Brownian excursion ⋮ Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff ⋮ Sojourn time tails in the single server queue with heavy-tailed service times ⋮ The spectral norm of random inner-product kernel matrices ⋮ Power estimates for ruin probabilities ⋮ Uniform convergence rates for wavelet curve estimation in sup-norm loss ⋮ On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property ⋮ On the rate of convergence in Wasserstein distance of the empirical measure ⋮ Precise large deviations for sums of WUOD and φ-mixing random variables with dominated variation ⋮ Upper Bounds for the Maximum of a Random Walk with Negative Drift ⋮ On the ladder heights of random walks attracted to stable laws of exponent 1 ⋮ On probability and moment inequalities for supermartingales and martingales ⋮ Large deviations for sums of random vectors attracted to operator semi-stable laws ⋮ Edgeworth expansions for \(M\)-estimators of a regression parameter ⋮ Precise asymptotics -- a general approach ⋮ Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm ⋮ A few remarks on the operator norm of random Toeplitz matrices ⋮ Reinforced weak convergence of stochastic processes ⋮ Coupling for \(\tau\)-dependent sequences and applications ⋮ Probability inequalities for sums of absolutely regular processes and their applications ⋮ Optimal local Hölder index for density states of superprocesses with \((1+\beta )\)-branching mechanism ⋮ A Spitzer-type law of large numbers for widely orthant dependent random variables ⋮ A remark on the strong law of large numbers ⋮ Determination of sample size in a rare event simulation method ⋮ Exponential inequalities for sums of random vectors ⋮ Strengthening the weak convergence of random processes ⋮ Strengthening classical results on convergence rates in strong limit theorems ⋮ On determination of the order of an autoregressive model ⋮ Noncommutative Fuk-Nagaev inequalities and their applications ⋮ Existence of moments of a counting process and convergence in multidimensional time ⋮ A remark on the tail probability of a distribution ⋮ Convergence properties of partial sums for arrays of rowwise negatively orthant dependent random variables ⋮ Bounds on regeneration times and limit theorems for subgeometric Markov chains ⋮ Necessary and sufficient conditions for variable selection consistency of the Lasso in high dimensions ⋮ Precise large deviations for dependent subexponential variables ⋮ Strong laws of large numbers for arrays of row-wise extended negatively dependent random variables with applications ⋮ Approximations and upper bounds on probabilities of large deviations in the problem of ruin within finite time ⋮ Probability inequalities for sums of WUOD random variables and their applications ⋮ The uniform convergence of the nadaraya‐watson regression function estimate ⋮ Perturbation bootstrap in adaptive Lasso ⋮ Strong laws of large numbers for arrays of rowwise NA and LNQD random variables ⋮ The asymptotic shape theorem for the frog model on finitely generated abelian groups ⋮ Two-sided estimates for constants in the Marcinkiewicz inequalities ⋮ Bernstein-type exponential inequalities in survey sampling: conditional Poisson sampling schemes ⋮ Approximations for hybrids of empirical and partial sums processes ⋮ Precise asymptotics in the Baum-Katz and Davis laws of large numbers ⋮ Estimation of distribution tails for normalized and self-normalized sums ⋮ Some Blackwell-Type Renewal Theorems for Weighted Renewal Functions ⋮ Inequalities for distributions of sums of m-dependent random elements. I ⋮ Tail behaviour of the area under the queue length process of the single server queue with regularly varying service times ⋮ Hermite series estimates of a probability density and its derivatives ⋮ The accuracy of strong Gaussian approximation for sums of independent random vectors ⋮ Nonparametric bandit methods ⋮ Strong law of large numbers for multiparametric independent random variables ⋮ Random walks in cones ⋮ Probability inequalities for sums of weakly dependent random variables

This page was built for publication: Probability Inequalities for Sums of Independent Random Variables