Remarks on a link between the Laplace transform and distribution function of a nonnegative random variable

DOI10.1016/J.SPL.2009.03.031zbMATH Open1172.60305OpenAlexW1975404039MaRDI QIDQ2389321FDOQ2389321

L. V. Rozovsky

Publication date: 15 July 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.03.031

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characteristic functions; other transforms (60E10) Limit theorems in probability theory (60F99)

Cites Work

• Lower tail probability estimates for subordinators and nondecreasing random walks
• 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 Tauberian theorem of exponential type and Fenchel-Legendre transform
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Cited In (10)

• On the behavior of the log Laplace transform of series of weighted non-negative random variables at infinity
• The functional equation of the smoothing transform
• Title not available (Why is that?)
• Small deviation probabilities for sums of independent positive random variables with a distribution that slowly varies at zero
• On small deviations of series of weighted positive random variables
• Small deviations of series of weighted i.i.d. non-negative random variables with a positive mass at the origin
• Small deviation probabilities of weighted sums under minimal moment assumptions
• Small deviation probabilities of a sum of independent positive random variables, the common distribution of which decreases at zero not faster than exponential function
• Fluid queue driven by a multi-server queue with multiple vacations and vacation interruption
• Small deviations of probabilities for weighted sum of independent positive random variables with a common distribution that decreases at zero not faster than a power

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