On the behavior of the log Laplace transform of series of weighted non-negative random variables at infinity (Q968460)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the behavior of the log Laplace transform of series of weighted non-negative random variables at infinity |
scientific article; zbMATH DE number 5703979
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the behavior of the log Laplace transform of series of weighted non-negative random variables at infinity |
scientific article; zbMATH DE number 5703979 |
Statements
On the behavior of the log Laplace transform of series of weighted non-negative random variables at infinity (English)
0 references
5 May 2010
0 references
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.
0 references
0 references
0 references
0 references