Small deviation probabilities for weighted sum of independent random variables with a common distribution that can decrease at zero fast enough
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Publication:310671
DOI10.1016/J.SPL.2016.05.014zbMATH Open1346.60046OpenAlexW2428610515MaRDI QIDQ310671FDOQ310671
Publication date: 8 September 2016
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2016.05.014
Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99)
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Cited In (6)
- Choosing joint distributions so that the variance of the sum is small
- Small deviations of the maximal element of a sequence of weighted independent random variables
- Small ball probabilities for certain Gaussian random fields
- 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 sums of independent positive random variables with a distribution that slowly varies at zero
- Small deviation probabilities of a sum of independent positive random variables, the common distribution of which decreases at zero not faster than exponential function
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