Sharp large deviation results for sums of independent random variables

Xiequan Fan; Ion Grama; Quansheng Liu

doi:10.1007/s11425-015-5049-6

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Sharp large deviation results for sums of independent random variables

Xiequan Fan Ion Grama Quansheng Liu

Year: 2015 Journal: Science China Mathematics Vol: 58 (9)Pages: 1939-1958 Publisher: Springer Nature

DOI: 10.1007/s11425-015-5049-6

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Keywords:

Mathematics Random variable Upper and lower bounds Inequality Large deviations theory Gaussian Concentration inequality Standard deviation Combinatorics Applied mathematics Statistics Mathematical analysis Physics Quantum mechanics

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Probability and Risk Models

Social Sciences → Decision Sciences → Management Science and Operations Research

Financial Risk and Volatility Modeling

Social Sciences → Economics, Econometrics and Finance → Finance

Point processes and geometric inequalities

Physical Sciences → Mathematics → Applied Mathematics

Sharp large deviation results for sums of independent random variables

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