On small deviations of series of weighted positive random variables

DOI10.1007/S10958-011-0413-8MaRDI QIDQ2016268zbMATH OpenOpenAlexFDO

Authors L. V. Rozovsky

Publication date 20 June 2014

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-011-0413-8

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

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Cites work

• scientific article; zbMATH DE number 1149759 (Why is no real title available?)
• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights
• Extremes of moving averages of random variables with finite endpoint
• On small deviations of series of weighted random variables
• On the behavior of the log Laplace transform of series of weighted non-negative random variables at infinity
• On the lower tail probabilities of some random sequences in \(l_{ p }\)
• 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 deviation probabilities for sums of independent positive random variables
• Small deviations of series of independent positive random variables with weights close to exponential
• Small deviations of series of weighted i.i.d. non-negative random variables with a positive mass at the origin

Cited in

(12)

• Small deviations of series of weighted i.i.d. non-negative random variables with a positive mass at the origin
• Small deviations of the maximal element of a sequence of weighted independent random variables
• 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 deviations of the maximal element of a sequence of independent variables with smooth weights
• Small deviations of series of independent nonnegative random variables with smooth weights
• On the behavior of the log Laplace transform of series of weighted non-negative random variables at infinity
• Small deviation probabilities for weighted sum of independent random variables with a common distribution that can decrease at zero fast enough
• On small deviations of series of weighted random variables
• Small deviations of series of independent positive random variables with weights close to exponential
• On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables
• Small deviation probabilities for a weighted sum of independent positive random variables with common distribution function 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

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