关于独立同分布正态随机变量部分和尾概率的注

A Remark on the Tail Probability Sums of i.i.d. Gaussian Random Variable

摘要: 设是独立同分布正态随机变量序列, 且, , . 在本文中, 我们证明了存在正常数和, 使得对足够小的, 成立下列不等式.

Abstract: Letbe a sequence of i.i.d. Gaussian random variables with zero mean and finite variance, and set , . In this paper, we prove that there exists positive constants and , for small enough \epsilon>0, it follows that , it follows that .