On small deviations of series of weighted positive random variables

DOI10.1007/s10958-011-0413-8zbMath1290.60052OpenAlexW2034491180MaRDI QIDQ2016268

Leonid V. Rozovsky

Publication date: 20 June 2014

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

Full work available at URL: https://doi.org/10.1007/s10958-011-0413-8

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Related Items (5)

Probabilities of small deviations of the weighted sum of independent random variables with common distribution that decreases at zero not faster than a power ⋮ Small deviation probabilities for weighted sum of independent random variables with a common distribution that can decrease at zero fast enough ⋮ Small Deviation Probabilities for Weighted Sum of Independent Random Variables with a Common Distribution Having a Power Decrease at Zero, under Minimal Moment Assumptions ⋮ On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables ⋮ Small Deviation Probabilities for a Weighted Sum of Independent Positive Random Variables with Common Distribution Function That Can Decrease at Zero Fast Enough

Cites Work

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• Remarks on a link between the Laplace transform and distribution function of a nonnegative random variable
• On the lower tail probabilities of some random sequences in \(l_{ p }\)
• Small deviations of series of independent positive random variables with weights close to exponential

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