scientific article; zbMATH DE number 6480025

zbMATH Open1322.60038MaRDI QIDQ2945293FDOQ2945293

L. V. Rozovsky

Publication date: 9 September 2015

Full work available at URL: http://www.math.uni.wroc.pl/~pms/files/35.1/Article/35.1.10.pdf

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zbMATH Keywords

weighted sumsregularly varying functionsslowly varying functionssmall deviation probabilitiesi.i.d. positive random variables

Mathematics Subject Classification ID

Large deviations (60F10) Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99) Rate of growth of functions, orders of infinity, slowly varying functions (26A12)

Cited In (4)

• 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 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 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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