Abstract:
Let X1,X2,… be independent random variables such that EXi=0, EX2i<∞ (i⩾1) and for every k=1,2,… B2k,n=EX2k+1+⋯+EX2k+n→∞(n→∞).
We obtain necessary and sufficient conditions for the relations
P{Xk+1+⋯+Xk+n⩾xBk,n}=[1−Φ(x)][1+ε(Bn,k)]
to hold uniformly for x∈[0,Λ(B2k,n)] and k=1,2,…, where Φ(x) is a standard normal distribution function, ε(t)→0(t→∞), Λ(t) is a nonnegative monotone function with properties (3) or Λ(t)=c√lnt,c>0.
Citation:
A. D. Slastnikov, “On large deviations for the sum of nonidentically distributed random variables”, Teor. Veroyatnost. i Primenen., 27:1 (1982), 36–46; Theory Probab. Appl., 27:1 (1982), 37–48
\Bibitem{Sla82}
\by A.~D.~Slastnikov
\paper On large deviations for the sum of nonidentically distributed random variables
\jour Teor. Veroyatnost. i Primenen.
\yr 1982
\vol 27
\issue 1
\pages 36--46
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=645126}
\zmath{https://zbmath.org/?q=an:0501.60037|0487.60033}
\transl
\jour Theory Probab. Appl.
\yr 1982
\vol 27
\issue 1
\pages 37--48
\crossref{https://doi.org/10.1137/1127004}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1983QB14800004}
Linking options:
https://www.mathnet.ru/eng/tvp2247
https://www.mathnet.ru/eng/tvp/v27/i1/p36
This publication is cited in the following 3 articles:
Alexandre Belloni, Victor Chernozhukov, Lie Wang, “Square-Root Lasso: Pivotal Recovery of Sparse Signals via Conic Programming”, SSRN Journal, 2011
L. V. Rozovskii, “Sums of independent random variables with finite variances – moderate deviations and nonuniform bounds in the CLT”, J. Math. Sci. (N. Y.), 133:3 (2006), 1345–1355
A. D. Slastnikov, “Narrow zones of normal convergence for sums of independent non-identically distributed random variables”, Theory Probab. Appl., 29:3 (1985), 570–574