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Exponential Bounds for Large Deviations

V. V. Jurinskii

Theory of Probability and Its Applications · 1974 · 72 citations · 2 references

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Concepts

Natural SciencesComputer ScienceMathematicsProbability TheoryStatisticsStochastic ProcessesExponential FunctionsLarge DeviationsLaw Of Large NumbersLimit TheoremsProbability InequalitiesLarge Deviation InequalitiesLarge Deviations For Heavy-tailed DistributionsLarge Deviations For Markov ChainsLarge Deviations PrincipleLower Bounds

References

2

Probability Inequalities for Sums of Bounded Random Variables

Wassily Hoeffding · Journal of the American Statistical Association · 1963 · 1.2K citations

Natural Sciences, Mathematics, Probability Theory +12

On an Infinite-Dimensional Version of S. N. Bernstein’s Inequalities

V. V. Yurinskii · Theory of Probability and Its Applications · 1970 · 22 citations

Natural Sciences, Mathematics, Decision Theory +7