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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2004 Volume 311, Pages 242–259 (Mi znsl800)

This article is cited in 6 papers

Sums of independent random variables with finite variances – moderate deviations and nonuniform bounds in the CLT

L. V. Rozovskii

Saint-Petersburg Chemical-Pharmaceutical Academy

Abstract: In the paper the new nonuniform bounds in the CLT for sums of independent random variables with finite variances are contained. Some simple and sharp nonasymptotic upper bounds for large deviation probabilities of the sums are derived. The results obtained are applied to refine the known conditions and to find the new ones under which the large deviation theorems in the series scheme are true.

UDC: 519.2

Received: 25.06.2004


 English version:
Journal of Mathematical Sciences (New York), 2006, 133:3, 1345–1355

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