2019
Том 71
№ 11

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

Klesov O. I.

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Abstract

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 a broad class of sequences $τ_n$, the necessary and sufficient conditions are established for the convergence of this series for any $ɛ > 0$.

English version (Springer): Ukrainian Mathematical Journal 45 (1993), no. 6, pp 845-862.

Citation Example: Klesov O. I. Convergence of the series of large-deviation probabilities for sums of independent equally distributed random variables // Ukr. Mat. Zh. - 1993. - 45, № 6. - pp. 770–784.

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