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Zapiski Nauchnykh Seminarov POMI, 2014, Volume 431, Pages 178–185
(Mi znsl6101)
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This article is cited in 4 scientific papers (total in 4 papers)
Small deviation probabilities for weighted sum of independent random variables with a common distribution, decreasing at zero not faster than a power
L. V. Rozovsky St. Petersburg Chemical-Pharmaceutical Academy, St. Petersburg, Russia
Abstract:
In the note we give estimates of small deviation probabilities of a sum $\sum_{j\ge1}\lambda_jX_j$, where $\{\lambda_j\}$ are positive numbers and $\{X_j\}$ are i.i.d. positive random variables, satisfying mild assumptions at zero and infinity.
Key words and phrases:
small deviations, weighted sum of positive independent random variables, slowly varying functions.
Received: 05.11.2014
Citation:
L. V. Rozovsky, “Small deviation probabilities for weighted sum of independent random variables with a common distribution, decreasing at zero not faster than a power”, Probability and statistics. Part 21, Zap. Nauchn. Sem. POMI, 431, POMI, St. Petersburg, 2014, 178–185; J. Math. Sci. (N. Y.), 214:4 (2016), 540–545
Linking options:
https://www.mathnet.ru/eng/znsl6101 https://www.mathnet.ru/eng/znsl/v431/p178
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Abstract page: | 183 | Full-text PDF : | 41 | References: | 47 |
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