Small deviation probabilities of a sum of independent positive random variables, the common distribution of which decreases at zero not faster than exponential function

DOI10.1007/S10958-018-3716-1zbMath1388.60089OpenAlexW2793619126WikidataQ115603701 ScholiaQ115603701MaRDI QIDQ1746416

Leonid V. Rozovsky

Publication date: 25 April 2018

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-018-3716-1

zbMATH Keywords

cumulative sumcommon distribution

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99)

Related Items (1)

On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables

Cites Work

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• Small deviation probabilities for sums of independent positive random variables with a distribution that slowly varies at zero
• On the lower tail probabilities of some random series
• Remarks on a link between the Laplace transform and distribution function of a nonnegative random variable
• Small deviation probabilities of weighted sums under minimal moment assumptions
• Small Deviations of Probabilities for Weighted Sum of Independent Positive Random Variables with a Common Distribution That Decreases at Zero Not Faster than a Power

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