Comparison theorems for small deviations of weighted series

MaRDI QIDQ2905816zbMATH OpenFDO

Authors L. V. Rozovsky

Publication date 28 August 2012

Published in Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL http://www.math.uni.wroc.pl/~pms/files/32.1/Abstract/32.1.9.abs.pdf

zbMATH Keywords

comparison theoremssmall deviationsseries of weighted i.i.d. positive random variables

Mathematics Subject Classification ID

Large deviations (60F10) Sums of independent random variables; random walks (60G50)

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(5)

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• Comparison theorems for small deviations of random series
• Small deviation probabilities for weighted sum of independent random variables with a common distribution that can decrease at zero fast enough
• Small deviation probabilities of weighted sums under minimal moment assumptions
• Small deviation probabilities for sums of independent positive random variables

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