On the behavior of the log Laplace transform of series of weighted non-negative random variables at infinity (Q968460)

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scientific article; zbMATH DE number 5703979
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On the behavior of the log Laplace transform of series of weighted non-negative random variables at infinity
scientific article; zbMATH DE number 5703979

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    On the behavior of the log Laplace transform of series of weighted non-negative random variables at infinity (English)
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    5 May 2010
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    Let \(S:= \sum_{j\geq 1} \lambda_j X_j\), where \((\lambda_j)\) is a nonincreasing sequence of positive numbers and the \((X_j)\) are independent copics of a nonnegative random variable. In the paper, new asymptotics are obtained on the behavior of \(-\log P(S< 0\), under the assumption that \(P(S<\infty)= 1\). Various refinements and generalizations of earlier results by \textit{A. A. Borovkov} and \textit{P. S. Ruzankin} [J. Theor. Probab. 21, No. 3, 628--649 (2008; Zbl 1147.60021)] are proved.
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