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Zapiski Nauchnykh Seminarov POMI, 2008, Volume 361, Pages 109–122 (Mi znsl2184)  

Small deviations of modified sums of independent random variables

L. V. Rozovskii

Saint-Petersburg Chemical-Pharmaceutical Academy
References:
Abstract: Let $S_n=X_1+\dots+X_n$, $n\ge1$, $S_0=0$, where $X_1,X_2,\dots$ are independent identically distributed random variables such that the distributions of $S_n/B_n$ converge weakly to nondegenerate distribution $F_\alpha$ as $n\to\infty$ for some positive $B_n$.
We study the asymptotic behavior of sums such as
$$ \sum_{n\ge1}f_n\,\mathbf P\Bigl(\frac1{B_n}R^*_n\le\frac r{\phi_n}\Bigr),\qquad r\nearrow\infty, $$
where
$$ R^*_n=\max_{0\le k\le n}(S_k+d(k/n)\,S_n)-\min_{0\le k\le n}(S_k+d(k/n)\,S_n), $$
a function $d(t)$ is continuous on $[0,1]$ and has a power decrease at zero point
$$ f_n\ge0,\qquad\sum_{n\ge1}f_n=\infty,\qquad\phi_n\nearrow\infty. $$
Bibl. – 13 titles.
Received: 15.10.2008
English version:
Journal of Mathematical Sciences (New York), 2009, Volume 159, Issue 3, Pages 341–349
DOI: https://doi.org/10.1007/s10958-009-9446-7
Bibliographic databases:
UDC: 519.21
Language: Russian
Citation: L. V. Rozovskii, “Small deviations of modified sums of independent random variables”, Probability and statistics. Part 13, Zap. Nauchn. Sem. POMI, 361, POMI, St. Petersburg, 2008, 109–122; J. Math. Sci. (N. Y.), 159:3 (2009), 341–349
Citation in format AMSBIB
\Bibitem{Roz08}
\by L.~V.~Rozovskii
\paper Small deviations of modified sums of independent random variables
\inbook Probability and statistics. Part~13
\serial Zap. Nauchn. Sem. POMI
\yr 2008
\vol 361
\pages 109--122
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl2184}
\zmath{https://zbmath.org/?q=an:1186.60040}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2009
\vol 159
\issue 3
\pages 341--349
\crossref{https://doi.org/10.1007/s10958-009-9446-7}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-67349254153}
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