Abstract:
Let X1,X2,… be a sequence of independent identically distributed random variables, Sn=X1+⋯+Xn, Φ(x) be the standard normal distribution function. We investigate the asymptotics of
P{Sn>x}/(1−Φ(x/Bn)),n→∞,
for 0⩽x⩽Λ(Bn), where the function Λ(z) is such that
Λ(z)/z↑∞,Λ(z)/z1+ε↓0(0<ε<1,z>z0),
the sequence Bn→∞ (n→∞) and
supx⩾0|P{Sn<xBn}−Φ(x)|=o(1),n→∞.
Citation:
L. V. Rozovskiǐ, “On limit theorems on large deviations in narrow zones”, Teor. Veroyatnost. i Primenen., 26:4 (1981), 847–857; Theory Probab. Appl., 26:4 (1982), 834–845
\Bibitem{Roz81}
\by L.~V.~Rozovski{\v\i}
\paper On limit theorems on large deviations in narrow zones
\jour Teor. Veroyatnost. i Primenen.
\yr 1981
\vol 26
\issue 4
\pages 847--857
\mathnet{http://mi.mathnet.ru/tvp3517}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=636782}
\zmath{https://zbmath.org/?q=an:0488.60038|0474.60025}
\transl
\jour Theory Probab. Appl.
\yr 1982
\vol 26
\issue 4
\pages 834--845
\crossref{https://doi.org/10.1137/1126093}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1982PM42700019}
Linking options:
https://www.mathnet.ru/eng/tvp3517
https://www.mathnet.ru/eng/tvp/v26/i4/p847
This publication is cited in the following 8 articles:
A. N. Frolov, “On the Asymptotic Behavior of Probabilities of Moderate Deviations for Combinatorial Sums”, Vestnik St.Petersb. Univ.Math., 56:4 (2023), 559
Frolov A., “Universal Theory For Strong Limit Theorems of Probability”, Universal Theory For Strong Limit Theorems of Probability, World Scientific Publ Co Pte Ltd, 2020, 1–189
Frolov A., “Universal Theory For Strong Limit Theorems of Probability Preface”: Frolov, AN, Universal Theory For Strong Limit Theorems of Probability, World Scientific Publ Co Pte Ltd, 2020, VII+
Tonguç Çaǧ{\i}n, Paulo Eduardo Oliveira, Nuria Torrado, “A moderate deviation for associated random variables”, Journal of the Korean Statistical Society, 45:2 (2016), 285
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
L. V. Rozovskii, “Large deviation probabilities for some classes of distributions, satisfying the Cramer condition”, J. Math. Sci. (N. Y.), 128:1 (2005), 2585–2600
L. V. Rozovskii, “Probabilities of large deviations on the whole axis”, Theory Probab. Appl., 38:1 (1993), 53–79
L. V. Rozovskiǐ, “On the accuracy of approximation in limit theorems for large deviations”, Theory Probab. Appl., 31:2 (1987), 255–268