Lower Bounds for Probabilities of Large Deviations of Sums of Independent Random Variables
Lower Bounds for Probabilities of Large Deviations of Sums of Independent Random Variables
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DOI：
10.1137/s0040585x97979330
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发表时间：
2002
影响因子：
0.6
通讯作者：
S. Nagaev
中科院分区：
文献类型：
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作者：
S. Nagaev
我们推导出了非齐次伯努利试验中成功次数的尾概率的独立随机变量和的大偏差的概率下界。这些界限是方便的，如果李雅普诺夫比是大的，也在有界和的情况下。
We derive lower bounds for probabilities of large deviations of sums of independent random variables in terms of tail probabilities for the number of successes in nonhomogeneous Bernoulli trials. These bounds are convenient if the Lyapunov ratio is great, and also in the case of bounded summands.