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Zapiski Nauchnykh Seminarov POMI, 2007, Volume 341, Pages 151–167
(Mi znsl141)
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This article is cited in 14 scientific papers (total in 14 papers)
Small deviation probabilities for sums of independent positive random variables
L. V. Rozovskii Saint-Petersburg Chemical-Pharmaceutical Academy
Abstract:
In the note we give estimates of small deviation probabilities of a sum $\sum_{j\ge 1} \lambda_j X_j$, where $\{\lambda_j\}$ are nonnegative numbers and $\{X_j\}$ are i.i.d. positive random variables, satisfying mild assumptions at zero and infinity.
Received: 01.11.2006
Citation:
L. V. Rozovskii, “Small deviation probabilities for sums of independent positive random variables”, Probability and statistics. Part 11, Zap. Nauchn. Sem. POMI, 341, POMI, St. Petersburg, 2007, 151–167; J. Math. Sci. (N. Y.), 147:4 (2007), 6935–6945
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https://www.mathnet.ru/eng/znsl141 https://www.mathnet.ru/eng/znsl/v341/p151
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Abstract page: | 353 | Full-text PDF : | 82 | References: | 51 |
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