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Zapiski Nauchnykh Seminarov POMI, 2010, Volume 384, Pages 212–224
(Mi znsl3892)
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This article is cited in 7 scientific papers (total in 7 papers)
Small deviations of series of weighted positive random variables
L. V. Rozovsky St. Petersburg Chemical-Pharmaceutical Academy, St. Petersburg, Russia
Abstract:
Let $\{X_j\}$ be i.i.d. positive random variables and let $\{\lambda_j\}$ be a sequence of nonnegative nonincreasing numbers. We continue to examine the conditions under which asymptotics of the log Laplace transform of $\sum_{j\ge1}\lambda_jX_j$ has an explicit form at infinity. A behavior of $\sup_{j\ge1}\lambda_jX_j$ is also under consideration. Bibl. 14 titles.
Key words and phrases:
small deviations, positive random variables, slowly varying function, regularly varying function, Laplace transform.
Received: 01.11.2010
Citation:
L. V. Rozovsky, “Small deviations of series of weighted positive random variables”, Probability and statistics. Part 16, Zap. Nauchn. Sem. POMI, 384, POMI, St. Petersburg, 2010, 212–224; J. Math. Sci. (N. Y.), 176:2 (2011), 224–231
Linking options:
https://www.mathnet.ru/eng/znsl3892 https://www.mathnet.ru/eng/znsl/v384/p212
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Abstract page: | 260 | Full-text PDF : | 53 | References: | 50 |
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