RUS  ENG
Full version
JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1977 Volume 22, Issue 2, Pages 254–263 (Mi tvp3214)

This article is cited in 27 papers

Some inequalities for the distributions of sums of independent random variables

S. V. Nagaev, I. F. Pinelis

Novosibirsk

Abstract: Let $X_i$, $i=\overline{1,n}$ be independent random variables,
$$ S_n=\sum_1^nX_i,\ F_i(x)=\mathbf P(X_i<x),\ \overline{\alpha}_k=\int_0^\infty x^t\,dF_k(x). $$

Upper estimates are given for $\mathbf P(S_n\ge x)$ in terms of the sum
$$ \sum_{1\le i_1\le\dots\le i_p\le n}\overline{\alpha}_{i_1}\dots\overline{\alpha}_{i_p}. $$

Upper and lower estimates are obtained for $\mathbf M|S_n|^t$, $t>2$.

Received: 05.05.1975


 English version:
Theory of Probability and its Applications, 1978, 22:2, 248–256

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2025