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On the behavior of the log Laplace transform of series of weighted non-negative random variables at infinity

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Publication:968460
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DOI10.1016/j.spl.2010.01.008zbMath1195.60068OpenAlexW2064682108MaRDI QIDQ968460

Leonid V. Rozovsky

Publication date: 5 May 2010

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

Full work available at URL: https://doi.org/10.1016/j.spl.2010.01.008


Mathematics Subject Classification ID

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


Related Items

On small deviations of series of weighted positive random variables



Cites Work

  • Unnamed Item
  • On small deviations of series of weighted random variables
  • A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights
  • 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
  • On the lower tail probabilities of some random sequences in \(l_{ p }\)
  • Small deviations of series of independent positive random variables with weights close to exponential
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