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On probabilities of moderate deviations of sums for independent random variables. / Frolov, A. N.

In: Journal of Mathematical Sciences , Vol. 127, No. 1, 05.2005, p. 1787-1796.

Research output: Contribution to journal › Article › peer-review

Harvard

Frolov, AN 2005, 'On probabilities of moderate deviations of sums for independent random variables', Journal of Mathematical Sciences , vol. 127, no. 1, pp. 1787-1796. https://doi.org/10.1007/s10958-005-0141-z

APA

Frolov, A. N. (2005). On probabilities of moderate deviations of sums for independent random variables. Journal of Mathematical Sciences , 127(1), 1787-1796. https://doi.org/10.1007/s10958-005-0141-z

Vancouver

Frolov AN. On probabilities of moderate deviations of sums for independent random variables. Journal of Mathematical Sciences . 2005 May;127(1):1787-1796. https://doi.org/10.1007/s10958-005-0141-z

Author

Frolov, A. N. / On probabilities of moderate deviations of sums for independent random variables. In: Journal of Mathematical Sciences . 2005 ; Vol. 127, No. 1. pp. 1787-1796.

BibTeX

@article{99482139c01e4be4b8760f3e645a517a,
title = "On probabilities of moderate deviations of sums for independent random variables",
abstract = "We investigate asymptotics of probabilities of moderate deviations and their logarithms for an array of row-wise independent random variables with finite variations and finite one-sided moments of order p > 2. The range of the zone of normal convergence is calculated in terms of Lyapunov ratios constructed from the positive parts of the random variables. Bounds for probabilities of moderate deviations are also derived in the case where the normal convergence fails. Bibliography: 16 titles.",
author = "Frolov, {A. N.}",
note = "Funding Information: This research was partially supported by the Russian Foundation for Basic Research, grant 02-01-00779, and by the Program “Leading Scientific Schools,” grant 00-15-96019. Copyright: Copyright 2011 Elsevier B.V., All rights reserved.",
year = "2005",
month = may,
doi = "10.1007/s10958-005-0141-z",
language = "English",
volume = "127",
pages = "1787--1796",
journal = "Journal of Mathematical Sciences",
issn = "1072-3374",
publisher = "Springer Nature",
number = "1",

}

RIS

TY - JOUR

T1 - On probabilities of moderate deviations of sums for independent random variables

AU - Frolov, A. N.

N1 - Funding Information: This research was partially supported by the Russian Foundation for Basic Research, grant 02-01-00779, and by the Program “Leading Scientific Schools,” grant 00-15-96019. Copyright: Copyright 2011 Elsevier B.V., All rights reserved.

PY - 2005/5

Y1 - 2005/5

N2 - We investigate asymptotics of probabilities of moderate deviations and their logarithms for an array of row-wise independent random variables with finite variations and finite one-sided moments of order p > 2. The range of the zone of normal convergence is calculated in terms of Lyapunov ratios constructed from the positive parts of the random variables. Bounds for probabilities of moderate deviations are also derived in the case where the normal convergence fails. Bibliography: 16 titles.

AB - We investigate asymptotics of probabilities of moderate deviations and their logarithms for an array of row-wise independent random variables with finite variations and finite one-sided moments of order p > 2. The range of the zone of normal convergence is calculated in terms of Lyapunov ratios constructed from the positive parts of the random variables. Bounds for probabilities of moderate deviations are also derived in the case where the normal convergence fails. Bibliography: 16 titles.

UR - http://www.scopus.com/inward/record.url?scp=17444373566&partnerID=8YFLogxK

U2 - 10.1007/s10958-005-0141-z

DO - 10.1007/s10958-005-0141-z

M3 - Article

AN - SCOPUS:17444373566

VL - 127

SP - 1787

EP - 1796

JO - Journal of Mathematical Sciences

JF - Journal of Mathematical Sciences

SN - 1072-3374

IS - 1

ER -

ID: 75021916