Small deviation probabilities of weighted sums under minimal moment assumptions

DOI10.1016/J.SPL.2013.11.011zbMath1296.60118OpenAlexW2010172173MaRDI QIDQ2452769

Leonid V. Rozovsky

Publication date: 5 June 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2013.11.011

zbMATH Keywords

weighted sumssmall deviation probabilitiesi.i.d. positive random variables

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99)

Related Items (5)

Probabilities of small deviations of the weighted sum of independent random variables with common distribution that decreases at zero not faster than a power ⋮ 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 ⋮ Small deviation probabilities of a sum of independent positive random variables, the common distribution of which decreases at zero not faster than exponential function ⋮ Small Deviation Probabilities for a Weighted Sum of Independent Positive Random Variables with Common Distribution Function That Can Decrease at Zero Fast Enough

Cites Work

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• On the lower tail probabilities of some random series
• Remarks on a link between the Laplace transform and distribution function of a nonnegative random variable
• Small deviations of series of independent positive random variables with weights close to exponential

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