On small deviations of series of weighted random variables
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Publication:939133
DOI10.1007/s10959-007-0130-xzbMath1147.60021OpenAlexW2070109893MaRDI QIDQ939133
P. S. Ruzankin, Aleksandr A. Borovkov
Publication date: 21 August 2008
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-007-0130-x
Related Items (14)
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 deviations of series of weighted i.i.d. non-negative random variables with a positive mass at the origin ⋮ Remarks on a link between the Laplace transform and distribution function of a nonnegative random variable ⋮ Small Deviation Probabilities for Weighted Sum of Independent Random Variables with a Common Distribution Having a Power Decrease at Zero, under Minimal Moment Assumptions ⋮ \( L_2\)-small ball asymptotics for Gaussian random functions: a survey ⋮ Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff ⋮ A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights ⋮ On the behavior of the log Laplace transform of series of weighted non-negative random variables at infinity ⋮ On small deviations of series of weighted positive random variables ⋮ Small Deviation Probabilities for a Weighted Sum of Independent Positive Random Variables with Common Distribution Function That Can Decrease at Zero Fast Enough ⋮ Small deviations for a family of smooth Gaussian processes ⋮ Small deviations of series of independent positive random variables with weights close to exponential ⋮ Convergence types and rates in generic Karhunen-Loève expansions with applications to sample path properties
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