Probabilities of small deviations of the weighted sum of independent random variables with common distribution that decreases at zero not faster than a power

DOI10.1007/S10958-016-2796-ZzbMATH Open1341.60021OpenAlexW2300603142MaRDI QIDQ292329FDOQ292329

Authors: L. V. Rozovsky 

Publication date: 8 June 2016

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

Full work available at URL: https://doi.org/10.1007/s10958-016-2796-z

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zbMATH Keywords

weighted sumsindependent random variablessmall deviations

Mathematics Subject Classification ID

Large deviations (60F10) Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99)

Cites Work

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• Lower tail probability estimates for subordinators and nondecreasing random walks
• 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
• On the lower tail probabilities of some random sequences in \(l_{ p }\)
• 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
• Comparison theorems for small deviations of weighted series
• Title not available (Why is that?)
• Small deviations of series of independent positive random variables with weights close to exponential
• Small deviation probabilities for sums of independent positive random variables
• Small deviations of series of independent nonnegative random variables with smooth weights
• 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

Cited In (11)

• 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 nonnegative random variables with smooth weights
• Small deviation probabilities for sums of independent positive random variables
• On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables
• Small deviation probabilities for sums of independent positive random variables whose density has a power decay at zero
• Small deviations of series of weighted i.i.d. non-negative random variables with a positive mass at the origin
• Small deviation probabilities of a sum of independent positive random variables, the common distribution of which decreases at zero not faster than exponential function
• Small deviation probabilities for a weighted sum of independent positive random variables with common distribution function that can decrease at zero fast enough
• 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
• Comparison theorems for small deviations of weighted series
• Small deviation probabilities for sums of independent positive random variables

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