Estimate from below for large deviation probabilities of a sum of independent random variables with finite variances. (English. Russian original) Zbl 0997.60016
J. Math. Sci., New York 109, No. 6, 2192-2209 (2002); translation from Zap. Nauchn. Semin. POMI 260, 218-239 (1999).
The author presents nonasymptotic estimates from below for large deviation probabilities of a sum of independent random variables with zero means and finite second moments. The presented results generalize, refine, and are more natural than analogous estimates obtained by other authors.
Reviewer: Zdzislaw Rychlik (Lublin)
MSC:
| 60F10 | Large deviations |
| 60G50 | Sums of independent random variables; random walks |
| 62E17 | Approximations to statistical distributions (nonasymptotic) |
| 60E15 | Inequalities; stochastic orderings |
