On the behavior of the log Laplace transform of series of weighted non-negative random variables at infinity
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Publication:968460
DOI10.1016/j.spl.2010.01.008zbMath1195.60068OpenAlexW2064682108MaRDI QIDQ968460
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
Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99)
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Cites Work
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- A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights
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- Small deviations of series of independent positive random variables with weights close to exponential