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Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 2020, Volume 7, Issue 3, Pages 435–452
DOI: https://doi.org/10.21638/spbu01.2020.307 (Mi vspua168) 		 
This article is cited in 1 scientific paper (total in 1 paper)

MATHEMATICS

Small deviation probabilities for sums of independent positive random variables

L. V. Rozovskii

St. Petersburg State Chemical Pharmaceutical University, 14, ul. Professora Popova, St. Petersburg, 197022, Russian Federation
Full-text PDF (344 kB) Citations (1)
DOI: https://doi.org/10.21638/spbu01.2020.307
Abstract: We examine an asymptotic behavior at zero of distributions and densities of a sum of several independent positive random variables under certain assumptions on the decay rate of their distributions at zero. We consider the cases, when the distributions (densities) of summable random variables are regularly or slowly varying at zero or can decrease at zero with an arbitrary rate.
Keywords: small deviations, sums of independent positive random variables, slowly varying functions.
Funding agency Grant number
Russian Foundation for Basic Research 19-01-00356
The work is supported by Russian Foundation for Basic Research (grant no. 19-01-00356).
Received: 05.10.2019
Revised: 21.02.2020
Accepted: 19.03.2020
English version:
Vestnik St. Petersburg University, Mathematics, 2020, Volume 7, Issue 3, Pages 295–307
DOI: https://doi.org/10.1134/S1063454120030103
Document Type: Article
UDC: 519.21
MSC: 60G50, 60F99
Language: Russian
Citation: L. V. Rozovskii, “Small deviation probabilities for sums of independent positive random variables”, Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 7:3 (2020), 435–452; Vestn. St. Petersbg. Univ., Math., 7:3 (2020), 295–307
Citation in format AMSBIB
\Bibitem{Roz20}
\by L.~V.~Rozovskii
\paper Small deviation probabilities for sums of independent positive random variables
\jour Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy
\yr 2020
\vol 7
\issue 3
\pages 435--452
\mathnet{http://mi.mathnet.ru/vspua168}
\crossref{https://doi.org/10.21638/spbu01.2020.307}
\transl
\jour Vestn. St. Petersbg. Univ., Math.
\yr 2020
\vol 7
\issue 3
\pages 295--307
\crossref{https://doi.org/10.1134/S1063454120030103}
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    • This publication is cited in the following 1 articles:
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