Small deviation probabilities for sums of independent positive random variables with a distribution that slowly varies at zero

DOI10.1007/S10958-014-2194-3zbMath1359.60047OpenAlexW2040456850MaRDI QIDQ906014

Leonid V. Rozovsky

Publication date: 28 January 2016

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

Full work available at URL: https://doi.org/10.1007/s10958-014-2194-3

zbMATH Keywords

independent identically distributed positive random variables

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99)

Related Items (3)

Small deviation probabilities of a sum of independent positive random variables, the common distribution of which decreases at zero not faster than exponential function ⋮ 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

• Remarks on a link between the Laplace transform and distribution function of a nonnegative random variable
• A unified formulation of the central limit theorem for small and large deviations from the mean
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