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Some Estimates About Sums of Independent Random Variables

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On the Estimation of Multiple Random Integrals and U-Statistics

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 2079))

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Abstract

We shall need a good bound on the tail distribution of sums of independent random variables bounded by a constant with probability one. Later only the results about sums of independent and identically distributed variables will be interesting for us. We are interested in the question when these estimates give such a good bound as the central limit theorem suggests, and what can be told otherwise.

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© 2013 Springer-Verlag Berlin Heidelberg

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Major, P. (2013). Some Estimates About Sums of Independent Random Variables. In: On the Estimation of Multiple Random Integrals and U-Statistics. Lecture Notes in Mathematics, vol 2079. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-37617-7_3

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