|
Zapiski Nauchnykh Seminarov POMI, 2016, Volume 454, Pages 254–260
(Mi znsl6397)
|
|
|
|
This article is cited in 1 scientific paper (total in 1 paper)
Small deviation probabilities for sum of independent positive random variables, which have a common distribution, decreasing at zero not faster than a power
L. V. Rozovskyab a St. Petersburg Chemical-Pharmaceutical Academy, St. Petersburg, Russia
b St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences, St. Petersburg, Russia
Abstract:
In the note we investigate small deviation probabilities of cumulative sum of independent positive random variables, which have a common distribution, decreasing at zero not faster than a power.
Key words and phrases:
small deviations, sum of independent positive random variables, slowly varying functions, regularly varying functions.
Received: 12.09.2016
Citation:
L. V. Rozovsky, “Small deviation probabilities for sum of independent positive random variables, which have a common distribution, decreasing at zero not faster than a power”, Probability and statistics. Part 24, Zap. Nauchn. Sem. POMI, 454, POMI, St. Petersburg, 2016, 254–260; J. Math. Sci. (N. Y.), 229:6 (2018), 767–771
Linking options:
https://www.mathnet.ru/eng/znsl6397 https://www.mathnet.ru/eng/znsl/v454/p254
|
Statistics & downloads: |
Abstract page: | 146 | Full-text PDF : | 41 | References: | 38 |
|