17 citations · 64 across the 29 of their papers we have counts for
Showing 2021 · math.PRShow all
2 papers · 2 filters
math.PR2021
Large Deviations Of Sums Mainly Due To Just One Summand
Iosif Pinelis
We present a formalization of the well-known thesis that, in the case of independent identically distributed random variables with power-like tails of index $α\in(0…
math.PR2021
Exact converses to a reverse AM--GM inequality, with applications to sums of independent random variables and (super)martingales
Iosif Pinelis
For every given real value of the ratio of the arithmetic and geometric means of a positive random variable and every real , exact upper bounds on the right…