Convergence of the series of large-deviation probabilities for sums of independent equally distributed random variables

The series $\sum\nolimits_{n \geqslant 1} {\tau _n P(|S_n | \geqslant \varepsilon n^a )}$ is studied, where $S_n$ are the sums of independent equally distributed random variables, $τ_n$ is a sequence of nonnegative numbers, $α > 0$, and $ɛ > 0$ is an arbitrary positive number. For...

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Bibliographic Details
Date:1993
Main Authors: Klesov, O. I., Клесов, О. И.
Format: Article
Language:Russian
English
Published: Institute of Mathematics, NAS of Ukraine 1993
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/5866
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal