Large Deviations for Sums of Independent Non Identically Distributed Random Variables |
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| Authors: | Valentin V Petrov |
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| Institution: | 1. School of Mathematics and Statistics , University of Sydney , New South Wales, Australia;2. Faculty of Mathematics and Mechanics , St. Petersburg University , St. Petersburg, Russia |
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| Abstract: | This article considers large deviation results for sums of independent non identically distributed random variables, generalizing the result of Petrov (1968
Petrov , V. V. ( 1968 ). Asymptotic behavior of probabilities of large deviations . Theor. Probab. Appl. 13 : 408 – 420 . Google Scholar]) by using a weaker and more natural condition on bounds of the cumulant generating functions of the sequence of random variables. |
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| Keywords: | Asymptotic expansions Cramér's condition Large deviation Limit theorems Sums of independent random variables |
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