Small deviations of the maximal element of a sequence of weighted independent random variables

DOI10.3103/S1063454111020117zbMath1253.60033OpenAlexW2080831101MaRDI QIDQ1759513

Leonid V. Rozovsky

Publication date: 21 November 2012

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1063454111020117

zbMATH Keywords

maximal elementsmall deviationsregularly varying functionsslowly varying functionsnonnegative random variables

Mathematics Subject Classification ID

Large deviations (60F10)

Cites Work

• A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights
• Small deviations of series of weighted i.i.d. non-negative random variables with a positive mass at the origin
• On the lower tail probabilities of some random sequences in \(l_{ p }\)

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