Small deviation probabilities for weighted sum of independent random variables with a common distribution that can decrease at zero fast enough

DOI10.1016/j.spl.2016.05.014zbMath1346.60046OpenAlexW2428610515MaRDI QIDQ310671

Leonid V. Rozovsky

Publication date: 8 September 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.05.014

zbMATH Keywords

independent random variablesweighted sumssmall deviationsslowly varying functions

Mathematics Subject Classification ID

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

Related Items (2)

Small ball probabilities for certain Gaussian random fields ⋮ Small Deviation Probabilities for a Weighted Sum of Independent Positive Random Variables with Common Distribution Function That Can Decrease at Zero Fast Enough

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