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Zapiski Nauchnykh Seminarov POMI, 2014, Volume 431, Pages 178–185 (Mi znsl6101)  

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
Full-text PDF (173 kB) Citations (4)
References:
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
English version:
Journal of Mathematical Sciences (New York), 2016, Volume 214, Issue 4, Pages 540–545
DOI: https://doi.org/10.1007/s10958-016-2796-z
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Roz14}
\by L.~V.~Rozovsky
\paper Small deviation probabilities for weighted sum of independent random variables with a~common distribution, decreasing at zero not faster than a~power
\inbook Probability and statistics. Part~21
\serial Zap. Nauchn. Sem. POMI
\yr 2014
\vol 431
\pages 178--185
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl6101}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3488643}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2016
\vol 214
\issue 4
\pages 540--545
\crossref{https://doi.org/10.1007/s10958-016-2796-z}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84961140601}
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  • https://www.mathnet.ru/eng/znsl6101
  • https://www.mathnet.ru/eng/znsl/v431/p178
  • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Записки научных семинаров ПОМИ
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