L. V. Rozovskii, “Large deviation probabilities for some classes of distributions, satisfying the Cramer condition”, Probability and statistics. Part 6, Zap. Nauchn. Sem. POMI, 298, POMI, St. Petersburg, 2003, 161–185; J. Math. Sci. (N. Y.), 128:1 (2005), 2585

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Zapiski Nauchnykh Seminarov POMI, 2003, Volume 298, Pages 161–185 (Mi znsl1170)

This article is cited in 8 scientific papers (total in 8 papers)

Large deviation probabilities for some classes of distributions, satisfying the Cramer condition

L. V. Rozovskii

Saint-Petersburg Chemical-Pharmaceutical Academy

Full-text PDF (283 kB) Citations (8)

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Abstract: In the note limit theorems on large deviations of sum

$X_1+\cdots+X_n$ of i.i.d. random variables under the assumption

$\mathbf E X^2_1\,e^{\la X_1}<\infty$ for some

$\lambda>0$ are studied.

Received: 29.09.2003

English version:
Journal of Mathematical Sciences (New York), 2005, Volume 128, Issue 1, Pages 2585–2600
DOI: https://doi.org/10.1007/s10958-005-0207-y

Bibliographic databases:

UDC: 519.2

Language: Russian

Citation: L. V. Rozovskii, “Large deviation probabilities for some classes of distributions, satisfying the Cramer condition”, Probability and statistics. Part 6, Zap. Nauchn. Sem. POMI, 298, POMI, St. Petersburg, 2003, 161–185; J. Math. Sci. (N. Y.), 128:1 (2005), 2585–2600

Citation in format AMSBIB

\Bibitem{Roz03}

\by L.~V.~Rozovskii

\paper Large deviation probabilities for some classes of distributions, satisfying the Cramer condition

\inbook Probability and statistics. Part~6

\serial Zap. Nauchn. Sem. POMI

\yr 2003

\vol 298

\pages 161--185

\publ POMI

\publaddr St.~Petersburg

\mathnet{http://mi.mathnet.ru/znsl1170}

\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2038871}

\zmath{https://zbmath.org/?q=an:1074.60035}

\transl

\jour J. Math. Sci. (N. Y.)

\yr 2005

\vol 128

\issue 1

\pages 2585--2600

\crossref{https://doi.org/10.1007/s10958-005-0207-y}

Linking options:

https://www.mathnet.ru/eng/znsl1170

https://www.mathnet.ru/eng/znsl/v298/p161

This publication is cited in the following 8 articles:

Frolov A., Universal Theory For Strong Limit Theorems of Probability, World Scientific Publ Co Pte Ltd, 2020, 1–189
Frolov A., “Preface”: Frolov, AN, Universal Theory For Strong Limit Theorems of Probability, World Scientific Publ Co Pte Ltd, 2020, VII+
XieQuan Fan, Ion Grama, QuanSheng Liu, “Sharp large deviation results for sums of independent random variables”, Sci. China Math., 58:9 (2015), 1939
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
A. N. Chuprunov, I. Fazekas, “An analogue of the generalised allocation scheme: limit theorems for the number of cells containing a given number of particles”, Discrete Math. Appl., 22:1 (2012), 101–122
Leonid Rozovsky, “Superlarge deviation probabilities for sums of independent lattice random variables with exponential decreasing tails”, Statistics & Probability Letters, 82:1 (2012), 72
L. V. Rozovskii, “Superlarge deviation probabilities for sums of independent random variables with exponential decreasing distribution”, Theory Probab. Appl., 52:1 (2008), 167–171
L. V. Rozovskii, “On small deviation probabilities of positive random variables”, J. Math. Sci. (N. Y.), 137:1 (2006), 4561–4566

Citing articles in Google Scholar: Russian citations, English citations
Related articles in Google Scholar: Russian articles, English articles

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References:	45

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