Access

You are not currently logged in.

Access your personal account or get JSTOR access through your library or other institution:

login

Log in to your personal account or through your institution.

If you need an accessible version of this item please contact JSTOR User Support

Large Deviations of Sums of Independent Random Variables

S. V. Nagaev
The Annals of Probability
Vol. 7, No. 5 (Oct., 1979), pp. 745-789
Stable URL: http://www.jstor.org/stable/2243301
Page Count: 45
  • Get Access
  • Read Online (Free)
  • Download ($19.00)
  • Cite this Item
If you need an accessible version of this item please contact JSTOR User Support
Large Deviations of Sums of Independent Random Variables
Preview not available

Abstract

This paper deals with numerous variants of bounds for probabilities of large deviations of sums of independent random variables in terms of ordinary and generalized moments of individual summands. A great deal of attention is devoted to the study of the precision of these bounds. In this connection comparisons are made with precise asymptotic results. At the end of the paper various applications of the bounds for probabilities of large deviations to the strong law of large numbers, the central limit theorem and to certain other problems are discussed.

Page Thumbnails

  • Thumbnail: Page 
745
    745
  • Thumbnail: Page 
746
    746
  • Thumbnail: Page 
747
    747
  • Thumbnail: Page 
748
    748
  • Thumbnail: Page 
749
    749
  • Thumbnail: Page 
750
    750
  • Thumbnail: Page 
751
    751
  • Thumbnail: Page 
752
    752
  • Thumbnail: Page 
753
    753
  • Thumbnail: Page 
754
    754
  • Thumbnail: Page 
755
    755
  • Thumbnail: Page 
756
    756
  • Thumbnail: Page 
757
    757
  • Thumbnail: Page 
758
    758
  • Thumbnail: Page 
759
    759
  • Thumbnail: Page 
760
    760
  • Thumbnail: Page 
761
    761
  • Thumbnail: Page 
762
    762
  • Thumbnail: Page 
763
    763
  • Thumbnail: Page 
764
    764
  • Thumbnail: Page 
765
    765
  • Thumbnail: Page 
766
    766
  • Thumbnail: Page 
767
    767
  • Thumbnail: Page 
768
    768
  • Thumbnail: Page 
769
    769
  • Thumbnail: Page 
770
    770
  • Thumbnail: Page 
771
    771
  • Thumbnail: Page 
772
    772
  • Thumbnail: Page 
773
    773
  • Thumbnail: Page 
774
    774
  • Thumbnail: Page 
775
    775
  • Thumbnail: Page 
776
    776
  • Thumbnail: Page 
777
    777
  • Thumbnail: Page 
778
    778
  • Thumbnail: Page 
779
    779
  • Thumbnail: Page 
780
    780
  • Thumbnail: Page 
781
    781
  • Thumbnail: Page 
782
    782
  • Thumbnail: Page 
783
    783
  • Thumbnail: Page 
784
    784
  • Thumbnail: Page 
785
    785
  • Thumbnail: Page 
786
    786
  • Thumbnail: Page 
787
    787
  • Thumbnail: Page 
788
    788
  • Thumbnail: Page 
789
    789