S. V. Nagaev, “Probabilistic inequalities for sums of independent random variables in terms of truncated pseudomoments”, Teor. Veroyatnost. i Primenen., 1997, Volume 42, Issue 3,Pages <nobr>615

Short Communications

Probabilistic inequalities for sums of independent random variables in terms of truncated pseudomoments

S. V. Nagaev

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences

Abstract: An estimate is obtained for the probability of large deviations of the sum of independent random variables which uses the closeness of the distributions of summands to the Gaussian distribution.

Keywords: large deviations, truncated pseudomoments, standard normal law.

Received: 12.05.1996

DOI: 10.4213/tvp2004