Small deviations of sums of independent random variables

نویسندگان

چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

On large deviations of sums of independent random variables

Extensions of some limit theorems are proved for tail probabilities of sums of independent identically distributed random variables satisfying the one-sided or two-sided Cramér’s condition. The large deviation x-region under consideration is broader than in the classical Cramér’s theorem, and the estimate of the remainder is uniform with respect to x. The corresponding asymptotic expansion with...

متن کامل

On large deviations for sums of independent random variables

This paper considers large deviation results for sums of independent random variables, generalizing the result of Petrov (1968) by using a weaker and more natural condition on bounds of the cumulant generating functions of the sequence of random variables. MSC 60F10, 60G50, 62E20.

متن کامل

Extreme deviations for sums of random variables

Stretched exponential probability density functions (pdf), having the form of the exponential of minus a fractional power of the argument, are commonly found in turbulence and other areas. They can arise because of an underlying random multiplicative process. For this, a theory of extreme deviations is developed, devoted to the far tail of the pdf of the sum X of a finite number n of independen...

متن کامل

Estimating Sums of Independent Random Variables

The paper deals with a problem proposed by Uriel Feige in 2005: if X1, . . . , Xn is a set of independent nonnegative random variables with expectations equal to 1, is it true that P ( ∑n i=1 Xi < n + 1) > 1 e ? He proved that P ( ∑n i=1Xi < n + 1) > 1 13 . In this paper we prove that infimum of the P ( ∑n i=1Xi < n + 1) can be achieved when all random variables have only two possible values, a...

متن کامل

Large deviations for sums of partly dependent random variables

We use and extend a method by Hoeffding to obtain strong large deviation bounds for sums of dependent random variables with suitable dependency structure. The method is based on breaking up the sum into sums of independent variables. Applications are given to U -statistics, random strings and random graphs.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Combinatorial Theory, Series A

سال: 2020

ISSN: 0097-3165

DOI: 10.1016/j.jcta.2019.105119