On the lower tail probabilities of some random series
From MaRDI portal
Publication:1356348
DOI10.1214/aop/1024404294zbMath0873.60012OpenAlexW2014216709MaRDI QIDQ1356348
Publication date: 26 October 1997
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1024404294
Laplace transformcentral limit theoremlower tail probabilitiessums of independent variablessmall balls
Related Items
Probabilities of small deviations of the weighted sum of independent random variables with common distribution that decreases at zero not faster than a power ⋮ Exact behavior of Gaussian seminorms ⋮ Small deviation probabilities for weighted sum of independent random variables with a common distribution that can decrease at zero fast enough ⋮ Small Deviation Probabilities for Weighted Sum of Independent Random Variables with a Common Distribution Having a Power Decrease at Zero, under Minimal Moment Assumptions ⋮ On spectral asymptotics of the tensor product of operators with almost regular marginal asymptotics ⋮ Comparison for upper tail probabilities of random series ⋮ \( L_2\)-small ball asymptotics for Gaussian random functions: a survey ⋮ Lower bound in regression for functional data by representation of small ball probabilities ⋮ On the Exact Asymptotics of Small Deviations of $L_2$-Norm for some Gaussian Random Fields ⋮ Adaptive and minimax estimation of the cumulative distribution function given a functional covariate ⋮ Small deviation probabilities of weighted sums under minimal moment assumptions ⋮ On small deviations of series of weighted random variables ⋮ Small deviation probabilities of a sum of independent positive random variables, the common distribution of which decreases at zero not faster than exponential function ⋮ A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights ⋮ On the lower tail probabilities of some random sequences in \(l_{ p }\) ⋮ On lower tail probabilities of positive random sums ⋮ On small deviations of series of weighted positive random variables ⋮ Small Deviations of Probabilities for Weighted Sum of Independent Positive Random Variables with a Common Distribution That Decreases at Zero Not Faster than a Power ⋮ On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables ⋮ Log-level comparison principle for small ball probabilities ⋮ Small Deviation Probabilities for a Weighted Sum of Independent Positive Random Variables with Common Distribution Function That Can Decrease at Zero Fast Enough ⋮ Small deviations of series of independent positive random variables with weights close to exponential
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Extremes of moving averages of random variables with finite endpoint
- On the Gaussian approximation of convolutions under multidimensional analogues of S. N. Bernstein's inequality conditions
- Hitting probability of a Gaussian vector with values in a Hilbert space in a sphere of small radius
- Metric entropy and the small ball problem for Gaussian measures
- Tail probabilities of Gaussian suprema and Laplace transform
- The Gaussian measure of shifted balls
- Exact behavior of Gaussian seminorms
- Minima of \(H\)-valued Gaussian processes
- Estimates of the Lévy–Prokhorov Distance in the Multivariate Central Limit Theorem for Random Variables with Finite Exponential Moments