Some results on convergence rates for probabilities of moderate deviations for sums of random variables
Let X, Xn, n≥1 be a sequence of iid real random variables, and Sn=∑k=1nXk, n≥1. Convergence rates of moderate deviations are derived, i.e., the rate of convergence to zero of certain tail probabilities of the partial sums are determined. For example, we obtain equivalent conditions for the convergen...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
1992-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1155/S0161171292000644 |