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This article is cited in 3 scientific papers (total in 3 papers)
Short Communications
Small deviation probabilities of weighted sum of independent random variables with a common distribution having a power decrease in zero under minimal moment assumptions
L. V. Rozovskii Saint-Petersburg Chemical-Pharmaceutical Academy
Abstract:
We represent a certain weight condition such that the exact formula for the asymptotic behavior of small deviation probabilities for weighted sum of independent random variables with a common distribution, which has a power decay at zero, is valid under optimal moment assumptions.
Keywords:
small deviations, sums of independent positive random variables, slowly varying functions.
Received: 09.11.2014 Revised: 21.05.2015
Citation:
L. V. Rozovskii, “Small deviation probabilities of weighted sum of independent random variables with a common distribution having a power decrease in zero under minimal moment assumptions”, Teor. Veroyatnost. i Primenen., 62:3 (2017), 610–616; Theory Probab. Appl., 62:3 (2018), 491–495
Linking options:
https://www.mathnet.ru/eng/tvp5124https://doi.org/10.4213/tvp5124 https://www.mathnet.ru/eng/tvp/v62/i3/p610
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Abstract page: | 1816 | Full-text PDF : | 45 | References: | 36 | First page: | 13 |
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