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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive
Teor. Veroyatnost. i Primenen., 2008 Volume 53, Issue 4, Pages 810–817 (Mi tvp2468)
This article is cited in 1 paper

Short Communications

The Chernoff-Type Large Deviations for Sums with a Random Normalization

L. V. Rozovskii

Saint-Petersburg Chemical-Pharmaceutical Academy

Abstract: In this note we study Chernoff-type large deviations for sums of independent random variables with a random normalization including self-normalized sums.

Keywords: independent random variables, Chernoff's theorem, self-normalized sums, large deviations.

Received: 27.09.2006
Revised: 06.02.2008

DOI: 10.4213/tvp2468


 English version: Theory of Probability and its Applications, 2009, 53:4, 727–735

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