Probabilities of small deviations of the weighted sum of independent random variables with common distribution that decreases at zero not faster than a power
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Publication:292329
DOI10.1007/s10958-016-2796-zzbMath1341.60021OpenAlexW2300603142MaRDI QIDQ292329
Publication date: 8 June 2016
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10958-016-2796-z
Sums of independent random variables; random walks (60G50) Large deviations (60F10) Limit theorems in probability theory (60F99)
Related Items (2)
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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- A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights
- On the lower tail probabilities of some random series
- Lower tail probability estimates for subordinators and nondecreasing random walks
- On small deviations of series of weighted positive random variables
- Small deviations of series of weighted i.i.d. non-negative random variables with a positive mass at the origin
- Small deviation probabilities of weighted sums under minimal moment assumptions
- On the lower tail probabilities of some random sequences in \(l_{ p }\)
- 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
- Small deviations of series of independent positive random variables with weights close to exponential
- Small Deviations of Series of Independent Nonnegative Random Variables with Smooth Weights
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