Small Deviations of Series of Independent Nonnegative Random Variables with Smooth Weights

DOI10.1137/S0040585X97986412zbMath1321.60069OpenAlexW1997882699MaRDI QIDQ5166319

Leonid V. Rozovsky

Publication date: 26 June 2014

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97986412

zbMATH Keywords

Laplace transformslowly varying functionsmall deviationsnonnegative random variables

Mathematics Subject Classification ID

Large deviations (60F10) Limit theorems in probability theory (60F99)

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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

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