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Teoriya Veroyatnostei i ee Primeneniya, 1981, Volume 26, Issue 2, Pages 369–372 (Mi tvp2517)  

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
English version:
Theory of Probability and its Applications, 1982, Volume 26, Issue 2, Pages 362–366
DOI: https://doi.org/10.1137/1126035
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
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\by S.~V.~Nagaev
\paper On the asymptotic behaviour of one-sided large deviation probabilities
\jour Teor. Veroyatnost. i Primenen.
\yr 1981
\vol 26
\issue 2
\pages 369--372
\mathnet{http://mi.mathnet.ru/tvp2517}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=616627}
\zmath{https://zbmath.org/?q=an:0481.60036|0457.60020}
\transl
\jour Theory Probab. Appl.
\yr 1982
\vol 26
\issue 2
\pages 362--366
\crossref{https://doi.org/10.1137/1126035}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1981NJ71600010}
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  • https://www.mathnet.ru/eng/tvp/v26/i2/p369
  • This publication is cited in the following 32 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
     
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