Sharp estimate on the supremum of a class of sums of small i.i.d. random variables (Q898400)

Consider a sequence of random variables \(f(\xi_1),\dots, f(\xi_n)\), where \(\xi_1,\dots,\xi_n\) are independent and identically distributed. Under some conditions on the function \(f\), especially the requirement that the expected values of \(f(\xi_1)\) are very small for all \(f\), the author proves a theorem which gives a sharp bound for the tail probability of the supremum of the normalized sums of \(f(\xi_1),\dots,f(\xi_n)\). A more general result has been obtained in the sequel paper [the author, Stochastic Processes Appl. 126, No. 1, 118--137 (2016; Zbl 1343.60022)] under more general conditions on \(f\).