On small deviations of series of weighted positive random variables

DOI10.1007/S10958-011-0413-8zbMATH Open1290.60052OpenAlexW2034491180MaRDI QIDQ2016268FDOQ2016268

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

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Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• On the lower tail probabilities of some random series
• Small deviations of series of weighted i.i.d. non-negative random variables with a positive mass at the origin
• On the lower tail probabilities of some random sequences in \(l_{ p }\)
• Small deviations of series of independent positive random variables with weights close to exponential
• Small deviation probabilities for sums of independent positive random variables
• Extremes of moving averages of random variables with finite endpoint
• On small deviations of series of weighted random variables
• A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights
• Remarks on a link between the Laplace transform and distribution function of a nonnegative random variable
• On the behavior of the log Laplace transform of series of weighted non-negative random variables at infinity

Cited In (9)

• 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 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 that can decrease at zero fast enough
• On small deviations of series of weighted random variables
• Small deviations of the maximal element of a sequence of independent variables with smooth weights
• On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables
• 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 deviations of series of independent positive random variables with weights close to exponential

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