On Large Deviations of Sums of Independent Random Variables
On Large Deviations of Sums of Independent Random Variables
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DOI：
10.1080/03610920601126555
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发表时间：
2007-07
期刊：
影响因子：
--
通讯作者：
Zhishui Hu;V. V. Petrov-V.;J. Robinson
中科院分区：
文献类型：
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作者：
Zhishui Hu;V. V. Petrov-V.;J. Robinson
对满足单侧或双侧Cramér条件的独立同分布随机变量和的尾概率证明了一些极限定理的推广。所考虑的大偏差x-区域比经典的Cramér定理更宽，并且余数的估计关于x是一致的。相应的渐近展开与任意多个被加数也得到了。
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 arbitrarily many summands is also obtained.