Sharp large deviation results for sums of independent random variables

DOI10.1007/s11425-015-5049-6zbMath1328.60073arXiv1206.2592MaRDI QIDQ887376

Xiequan Fan, Quan-sheng Liu, I. G. Grama

Publication date: 26 October 2015

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.2592

zbMATH Keywords

large deviations; Hoeffding's inequality; Bernstein's inequality; Bahadur-Rao expansion; Bennett's inequality

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

60F05: Central limit and other weak theorems

60G50: Sums of independent random variables; random walks

60F10: Large deviations