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Zapiski Nauchnykh Seminarov POMI, 2010, Volume 384, Pages 212–224 (Mi znsl3892)  

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
Full-text PDF (207 kB) Citations (7)
References:
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
English version:
Journal of Mathematical Sciences (New York), 2011, Volume 176, Issue 2, Pages 224–231
DOI: https://doi.org/10.1007/s10958-011-0413-8
Bibliographic databases:
Document Type: Article
UDC: 519
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Roz10}
\by L.~V.~Rozovsky
\paper Small deviations of series of weighted positive random variables
\inbook Probability and statistics. Part~16
\serial Zap. Nauchn. Sem. POMI
\yr 2010
\vol 384
\pages 212--224
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl3892}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2011
\vol 176
\issue 2
\pages 224--231
\crossref{https://doi.org/10.1007/s10958-011-0413-8}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-79959539589}
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  • https://www.mathnet.ru/eng/znsl/v384/p212
  • This publication is cited in the following 7 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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