Sharp tail distribution estimates for the supremum of a class of sums of i.i.d. random variables

DOI10.1016/J.SPA.2015.07.017MaRDI QIDQ898401zbMATH OpenOpenAlexFDO

Authors P. Major

Publication date 8 December 2015

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2015.07.017

zbMATH Keywords

sumsuniform central limit theoremtail distributioni.i.d. random variables

Mathematics Subject Classification ID

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

Recommendations

• Sharp estimate on the supremum of a class of sums of small i.i.d. random variables
• Approximation of partial sums of arbitrary i. i. d. random variables and the precision of the usual exponential upper bound
• Tail and moment estimates for sums of independent random variables with logarithmically concave tails
• Sharper bounds for Gaussian and empirical processes
• scientific article; zbMATH DE number 2118847

Cites work

• scientific article; zbMATH DE number 3795074 (Why is no real title available?)
• scientific article; zbMATH DE number 3304501 (Why is no real title available?)
• A local maximal inequality under uniform entropy
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Convergence of stochastic processes
• New concentration inequalities in product spaces
• On the estimation of multiple random integrals and \(U\)-statistics
• Probability inequalities for empirical processes and a law of the iterated logarithm
• Rates of convergence in the central limit theorem for empirical processes
• The Generic Chaining
• The almost sure behavior of maximal and minimal multivariate \(k_ n\)- spacings
• Uniform Central Limit Theorems
• Weak convergence and empirical processes. With applications to statistics

Cited in

(3)

• Sharp estimate on the supremum of a class of sums of small i.i.d. random variables
• scientific article; zbMATH DE number 1536317 (Why is no real title available?)
• scientific article; zbMATH DE number 6177989 (Why is no real title available?)

This page was built for publication: Sharp tail distribution estimates for the supremum of a class of sums of i.i.d. random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q898401)