Preservation of the Bernstein property for sums of independent random variables

Authors

Iosif Pinelis, Michigan Technological UniversityFollow

Document Type

Article

Publication Date

8-2025

Department

Department of Mathematical Sciences

Abstract

It is shown that Bernstein-type conditions on independent random variables are preserved by their sum. Some optimality properties of such preservation are proved.

Publisher's Statement

© 2025. Publisher’s version of record: https://doi.org/10.1214/25-ECP712

Publication Title

Electronic Communications in Probability

Recommended Citation

Pinelis, I. (2025). Preservation of the Bernstein property for sums of independent random variables. Electronic Communications in Probability, 30. http://doi.org/10.1214/25-ECP712
Retrieved from: https://digitalcommons.mtu.edu/michigantech-p2/2025

Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.

Version

Publisher's PDF