Abstract:
In this paper large deviation probabilities of sums of independent identically distributed random variables are studied, whose distribution function has an exponential decreasing tail.
Keywords:
independent random variables, large deviations, regular varying function.
Citation:
L. V. Rozovskii, “Superlarge deviation probabilities for sums of independent random variables with exponential decreasing distribution”, Teor. Veroyatnost. i Primenen., 52:1 (2007), 175–179; Theory Probab. Appl., 52:1 (2008), 167–171
This publication is cited in the following 3 articles:
L. V. Rozovskii, “Superlarge deviation probabilities for sums of independent random variables with exponential decreasing distributions. II”, Theory Probab. Appl., 59:1 (2015), 168–177
Rozovsky L., “Super large deviation probabilities for sums of independent lattice random variables with exponential decreasing tails”, Statist. Probab. Lett., 82:1 (2012), 72–76
L. V. Rozovsky, “Small deviation probabilities for sums of independent positive random variables, whose density has a power decay at zero”, J. Math. Sci. (N. Y.), 188:6 (2013), 748–752