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Teoriya Veroyatnostei i ee Primeneniya, 1982, Volume 27, Issue 1, Pages 36–46 (Mi tvp2247)  

This article is cited in 3 scientific papers (total in 3 papers)

On large deviations for the sum of nonidentically distributed random variables

A. D. Slastnikov

Moscow
Full-text PDF (557 kB) Citations (3)
Abstract: Let X1,X2, be independent random variables such that EXi=0, EX2i< (i1) 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+nxBk,n}=[1Φ(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)=clnt,c>0.
Received: 18.12.1979
English version:
Theory of Probability and its Applications, 1982, Volume 27, Issue 1, Pages 37–48
DOI: https://doi.org/10.1137/1127004
Bibliographic databases:
Language: Russian
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
Citation in format AMSBIB
\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
\mathnet{http://mi.mathnet.ru/tvp2247}
\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:
    1. Alexandre Belloni, Victor Chernozhukov, Lie Wang, “Square-Root Lasso: Pivotal Recovery of Sparse Signals via Conic Programming”, SSRN Journal, 2011  crossref
    2. 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  mathnet  crossref  mathscinet  zmath
    3. 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  mathnet  mathnet  crossref  isi
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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