{ "id": "1206.2501", "version": "v5", "published": "2012-06-12T11:57:27.000Z", "updated": "2013-08-04T13:30:40.000Z", "title": "Sharp large deviation probabilities for sums of independent bounded random variables", "authors": [ "Xiequan Fan", "Ion Grama", "Quansheng Liu" ], "comment": "19 pages, 4 figures", "categories": [ "math.PR" ], "abstract": "We obtain some optimal inequalities on tail probabilities for sums of independent bounded random variables. Our main result completes an upper bound on tail probabilities due to Talagrand by giving a one-term asymptotic expansion for large deviations. This result can also be regarded as sharp large deviations of types of Cram\\'er and Bahadur-Ranga Rao.", "revisions": [ { "version": "v5", "updated": "2013-08-04T13:30:40.000Z" } ], "analyses": { "subjects": [ "60F10", "60E15", "60G50", "62E20" ], "keywords": [ "independent bounded random variables", "sharp large deviation probabilities", "tail probabilities", "one-term asymptotic expansion", "main result completes" ], "note": { "typesetting": "TeX", "pages": 19, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2012arXiv1206.2501F" } } }