Small deviation probabilities for sums of independent positive random variables

DOI10.1134/S1063454120030103zbMath1454.60036OpenAlexW3087564922MaRDI QIDQ2227903

Leonid V. Rozovsky

Publication date: 16 February 2021

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

Full work available at URL: https://doi.org/10.1134/s1063454120030103

zbMATH Keywords

small deviationsslowly varying functionssums of independent positive random variables

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Cites Work

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• Asymptotics of small deviations of the Bogoliubov processes with respect to a quadratic norm
• Exact small ball constants for some Gaussian processes under the \(L^2\)-norm
• Superlarge Deviations of a Sum of Independent Random Variables Having a Common Absolutely Continuous Distribution under the Cramer Condition
• Exact Small Deviation Asymptotics for Some Brownian Functionals
• Ergodic means for large values of $ T$ and exact asymptotics of small deviations for a multi-dimensional Wiener process

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