论文信息 - On Large Deviations of Sums of Independent Random Variables

On Large Deviations of Sums of Independent Random Variables

Extensions of some limit theorems are proved for tail probabilities of sums of independent identically distributed random variables satisfying the one-sided or two-sided Cramér's condition. The large deviation x-region under consideration is broader than in the classical Cramér's theorem, and the estimate of the remainder is uniform with respect to x. The corresponding asymptotic expansion with arbitrarily many summands is also obtained.

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