List of publications devoted to Probability inequalities

  1. Petrov V. V.
    Limit theorems of probability theory.
    Clarendon, 1995, 300 p.

  2. Bennet G.
    Probability inequalities for the sum of independent random variables.
    J. Amer. Statist. Assoc., 1962, 57, No 297, 33-45.

  3. Hoeffding W.
    Probability inequalities for sums of bounded random variables.
    J. Amer. Statist. Assoc., 1963, 58, No 301, 13-30.

  4. Prokhorov Yu. V.
    One extremal problem of the theory of probability.
    Theory Probab. Appl., 1959, 4, No 2, 201-203.
    Original Russian Text@ Teor. Verojatn. i Primen., 1959, 4, No 2, 211-214.

  5. Nagaev S. V.
    Some limit theorems for large deviations.
    Theory Probab. Appl., 1965, 10, No 2, 214-235. PDF
    Original Russian Text@ Teor. Verojatn. i Primen., 1965, 10, No 2, 231-254.

  6. Fuk Dao Kha, Nagaev S. V.
    Probability inequalities for sums of independent random variables.
    Theory Probab. Appl., 1971, 16, No 4, 643-660 (letter to editor: 1976, 21, No 4, 875). PDF
    Original Russian Text@ Teor. Verojatn. i Primen., 1971, 16, No 4, 660-675 (letter to editor: 1976, 21, No 4, 896.)

  7. Nagaev S. V.
    Large deviations of sums of independent random variables.
    Ann. Prob., 1979, 7, No 5, 745-789. PDF

  8. Rosenthal H. P.
    On the subspaces of Lp (p > 2) spanned by sequences of independent random variables.
    Israel J. Math., 1970, 8, 273-303.

  9. Nagaev S. V., Pinelis I. F.
    Some inequalities for the distributions of sums of independent random variables.
    Probab. Appl., 1977, 22, No 2, 248-256. PDF
    Original Russian Text@ Teor. Verojatn. i Primen., 1977, 22, No 2, 254-263.

  10. Nagaev S. V.
    Some refinements of probabilistic and moment inequalities.
    Theory Probab. Appl., 1997, 42, No 4, 707-713. PDF
    Original Russian Text@ Teor. Verojatn. i Primen., 1997, 42, No 4, 832-838.

  11. Nagaev S. V.
    On asymptotic behaviour of probabilities of one-sided large deviations.
    Probab. Appl., 1981, 26, No 2, 362-366. PDF
    Original Russian Text@Teor. Verojatn. i Primen., 1981, 26, No 2, 369-372.

  12. Tkachuk S. G.
    Limit theorems for sums of independent random variables, belonging to the attraction domain of a stable law.
    Ph.D., Tashkent, 1977. (In Russian.)

  13. Doney R. A.
    One-sided large deviation theorems in the case of infinite mean.
    Research report, Manchester Centre for Statistical Science, 1995.

  14. Doney R. A.
    One-sided local large deviation and renewal theorems in the case of infinite mean.
    Probab. Theory Relat. Fields, 1997, 107, 451-465.

  15. Spataru A.
    Precise Asymptotics in Spitzer's Law of Large Numbers.
    J. of Theor.Probab., 1999, 12, No 3, 811-819.

  16. Borovkov A. A.
    Estimates for the distribution of sums and maxima of sums of random variables mihout the Cramer condition.
    Sibirsk. Mat. Zh., 2000, 41, No 5, 997-1038. (In Russian)

  17. Nagaev S. V.
    Lower bounds on large deviation probabilities for sums of independent random variables.
    Theory Probab. Appl., 2001, 46, No 1, 79-102. PDF
    Original Russian Text@ Teor. Verojatn. i Primen., 2001, 46, No 1, 50-73.

  18. Nagaev S. V., Sakojan S. K.
    On a bound for a probability of large deviations.
    In: Limit Theorems and Mathematical Statistics (In Russian), FAN, Tashkent, 1976, 132-140. PDF

  19. Feller W.
    Generalization of a probability limit theorem of Cramer.
    Trans. Amer. math.Soc., 1943, 54, N 3, 361-372.

  20. Lenart C.
    On certain theorems of Berry and a limit theorem of Feller.
    Mat.·Casopis, 1968, 18, No 1, 59-75.

  21. Nagaev S. V.
    Lower bounds on probabilities of large deviations for sums of independent random variables.
    Theory Probab. Appl., 2001, 46, No 4, 728-735. PDF
    Original Russian Text@Teor. Verojatn. i Primen., 2001, 46, No 4, 785-792.

  22. Nagaev S. V.
    Probabilities of large deviations in Banach spaces.
    Math. Notes, 1983, 34, No 2, 638-640. PDF
    Original Russian Text@ Mat. Zametki, 1983, 34, No 2, 309-313.

  23. Pinelis I. F.
    Optimum bounds for the distributions of martingales in Banach spaces.
    Ann. Probab., 1994, 7, 745-789.

  24. Johnson W. B., Schechtman G., and Zinn J.
    Best possible constants in moment inequalities for linear combinations of independent and exchangeable variables.
    Ann. Probab., 1991, 13, 234-253.

  25. Ibragimov R., Sharakhmetov Sh.
    The sharp constant in the Rosenthal inequality for random variables with zero mean.
    Theory Probab. Appl., 2001, 46, No 1, 127-131.
    Original Russian Text @ Teor.Verojatn. i Primen., 2001, 46, No 1, 134-137.

  26. Prokhorov Yu. V.
    Strong stability of sums and infinitely divisible distributions.
    Theor. Probab. Appl., 1958, 3, 141-153.

  27. Prokhorov Yu. V.
    On the strong law of large numbers.
    Izv. Akad. Nauk SSSR, Ser. Mat. (in Russian), 1950, 14, 523-536.

  28. Prokhorov Yu. V.
    Some remarks on the strong law of large numbers.
    Theor. Probab. Appl., 1959, 4, 204-208.

  29. Nagaev S. V.
    On sufficient and necessary conditions for the strong law of large numbers.
    Theory Probab. Appl., 1972, 17, No 4, 573-581. PDF
    Original Russian Text @ Teor. Verojatn. i Primen., 1972, 17, No 4, 609-618.