Sharp large deviation results for sums of independent random variables

DOI10.1007/s11425-015-5049-6zbMath1328.60073arXiv1206.2592OpenAlexW1946715490MaRDI QIDQ887376

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

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 deviationsHoeffding's inequalityBernstein's inequalityBahadur-Rao expansionBennett's inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Large deviations (60F10)

Related Items (6)

Non-uniform Berry–Esseen bounds for martingales with applications to statistical estimation ⋮ On the Bernstein-Hoeffding method ⋮ Sharp moderate and large deviations for sample quantiles ⋮ An improved Bennett's inequality ⋮ Sharp large deviations for sums of bounded from above random variables ⋮ Cramér type moderate deviations for self-normalized \(\psi \)-mixing sequences

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