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Upper bounds for series involving moderate and small deviations
Author(s):
Aurel
Spataru
Journal:
Proc. Amer. Math. Soc.
138
(2010),
2601-2606.
MSC (2010):
Primary 60G50;
Secondary 60E15, 60F15
Posted:
February 26, 2010
MathSciNet review:
2607890
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Abstract:
Let be i.i.d. random variables with and and set We prove Paley-type inequalities for series involving probabilities of moderate deviations and probabilities of small deviations ,
References:
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Additional Information:
Aurel
Spataru
Affiliation:
Casa Academiei Romane, Institute of Mathematical Statistics and Applied Mathematics, Calea 13 Septembrie, nr. 13, 76100 Bucharest, Romania
DOI:
10.1090/S0002-9939-10-10247-0
PII:
S 0002-9939(10)10247-0
Keywords:
Tail probabilities of sums of i.i.d. random variables,
Paley-type inequalities,
moderate deviations,
small deviations,
law of the iterated logarithm.
Received by editor(s):
June 7, 2009,
Received by editor(s) in revised form:
October 9, 2009
Posted:
February 26, 2010
Communicated by:
Richard C. Bradley
Copyright of article:
Copyright
2010,
American Mathematical Society
The copyright for this article reverts to public domain after 28 years from publication.
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