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Teoriya Veroyatnostei i ee Primeneniya, 1981, Volume 26, Issue 2, Pages 369–372
(Mi tvp2517)
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This article is cited in 32 scientific papers (total in 32 papers)
Short Communications
On the asymptotic behaviour of one-sided large deviation probabilities
S. V. Nagaev Novosibirsk
Abstract:
Let $X_1,X_2,\dots$ be i. i. d. random variables,
$$
\mathbf EX_1=0,\qquad F(x)=\mathbf P\{X_1<x\},\qquad S_n=X_1+\dots+X_n
$$
We prove that if for $x\to\infty$
$$
1-F(x)\thicksim x^{-\alpha}h(x),\qquad \alpha>1,
$$
where $h(x)$ is a slowly varying function, then
$$
\mathbf P\{S_n\ge x\}\thicksim n(1-F(x))\qquad\text{for}\ n\to\infty\ \text{and}\ \liminf_{n\to\infty}x/n>0.
$$
Received: 11.12.1978
Citation:
S. V. Nagaev, “On the asymptotic behaviour of one-sided large deviation probabilities”, Teor. Veroyatnost. i Primenen., 26:2 (1981), 369–372; Theory Probab. Appl., 26:2 (1982), 362–366
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