PROBABILITY INEQUALITIES FOR SUMS OF INDEPENDENT UNBOUNDED RANDOM VARIABLES

(整期优先)网络出版时间:2001-05-15
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Thetailprobabilityinequalitiesforthesumofindependentunboundedrandomvariablesonaprobabilityspace(Ω,T,P)werestudiedandanewmethodwasproposedtotreatthesumofindependentunboundedrandomvariablesbytruncatingtheoriginalprobabilityspace(Ω,T,P).Theprobabilityexponentialinequalitiesforsumsofindependentunboundedrandomvariablesweregiven.Asapplicationsoftheresults,someinterestingexamplesweregiven.Theexamplesshowthatthemethodproposedinthepaperandtheresultsofthepaperarequiteusefulinthestudyofthelargesamplepropertiesofthesumsofindependentunboundedrandomvariables.