Small deviations of series of weighted i.i.d. non-negative random variables with a positive mass at the origin (Q2389320)

Let \(\{X_n\}\) be i.i.d. nonnegative random variables with \(P(X_1= 0)= p_0> 0\) and let \(\{\lambda_n\}\) be a nonincreasing sequence of positive numbers such that \(b(1/\lambda_n)\sim n\) at infinity for some nondecreasing function \(b\) slowly varying at infinity. Under a mild moment condition it is shown that small deviation probabilities \(P(\sum_n\lambda_n X_n< r)\) and \(P(\sup_n\lambda_n X_n< r)\) have an asymptotics of the form \(\exp\{(\log p_0) b(1/r)(1+ o(1))\}\) under \(r\to 0\). Some more general results covering also the case \(p_0= 0\) are obtained, as well. The paper extends the recent study by \textit{F. Aurzada} [Stat. Probab. Lett. 78, No. 5, 2300--2307 (2008; Zbl 1153.60022)].