Sharp large deviations for sums of bounded from above random variables

DOI10.1007/S11425-017-9144-9MaRDI QIDQ681925zbMATH OpenOpenAlexFDO

Authors Xiequan Fan

Publication date 13 February 2018

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

Full work available at URL https://doi.org/10.1007/s11425-017-9144-9

zbMATH Keywords

Talagrand inequalityHoeffding inequalitysums of independent random variablessharp large deviationsCramér large deviations

Mathematics Subject Classification ID

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

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Cites work

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• Berry-Esseen type estimates for large deviation probabilities
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• Hoeffding's inequality for supermartingales
• Large deviations for martingales via Cramér's method
• Large deviations for sums of independent non identically distributed random variables
• Lower Bounds for Probabilities of Large Deviations of Sums of Independent Random Variables
• On Deviations of the Sample Mean
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• On Large and Superlarge Deviations of Sums of Independent Random Vectors Under Cramér's Condition. II
• On domination of tail probabilities of (super)martingales: explicit bounds
• On the Bennett-Hoeffding inequality
• Probability Inequalities for Sums of Bounded Random Variables
• Probability Inequalities for the Sum of Independent Random Variables
• Self-normalized Cramér-type large deviations for independent random variables.
• Sharp Large Deviations for the Ornstein--Uhlenbeck Process
• Sharp large deviation results for sums of independent random variables
• Student's t-Test Under Symmetry Conditions
• The missing factor in Hoeffding's inequalities

Cited in

(9)

• Self-normalized Cramér type moderate deviations for stationary sequences and applications
• Sharp bounds for cumulative distribution functions
• Sharp inequality for randomly stopped sums of independent non-negative random variables
• Cramér type moderate deviations for self-normalized \(\psi \)-mixing sequences
• Sharp estimate on the supremum of a class of sums of small i.i.d. random variables
• Cramér moderate deviations for a supercritical Galton-Watson process
• Sharp large deviations under Bernstein's condition
• Cramér moderate deviation expansion for martingales with one-sided Sakhanenko's condition and its applications
• Sharp large deviation results for sums of independent random variables

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