Small deviation probabilities for weighted sum of independent random variables with a common distribution that can decrease at zero fast enough

DOI10.1016/J.SPL.2016.05.014zbMATH Open1346.60046OpenAlexW2428610515MaRDI QIDQ310671FDOQ310671

Authors L. V. Rozovsky

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

zbMATH Keywords

weighted sumsindependent random variablessmall deviationsslowly varying functions

Mathematics Subject Classification ID

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

Cites work

• scientific article; zbMATH DE number 6480025 (Why is no real title available?)
• scientific article; zbMATH DE number 3828921 (Why is no real title available?)
• scientific article; zbMATH DE number 4007334 (Why is no real title available?)
• scientific article; zbMATH DE number 44252 (Why is no real title available?)
• scientific article; zbMATH DE number 1149759 (Why is no real title available?)
• A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights
• Asymptotic analysis via Mellin transforms for small deviations in \(L^2\)-norm of integrated Brownian sheets
• Comparison results for the lower tail of Gaussian seminorms
• Comparison theorems for small deviations of weighted series
• Extremes of moving averages of random variables with finite endpoint
• Lower tail probability estimates for subordinators and nondecreasing random walks
• On small deviations of series of weighted positive random variables
• On small deviations of series of weighted random variables
• On the lower tail probabilities of some random sequences in \(l_{ p }\)
• On the lower tail probabilities of some random series
• Small ball probabilities for Gaussian random fields and tensor products of compact operators
• Small deviation probabilities for sums of independent positive random variables
• Small deviation probabilities of weighted sums under minimal moment assumptions
• 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
• Small deviations of series of independent nonnegative random variables with smooth weights
• Small deviations of series of independent positive random variables with weights close to exponential
• Small deviations of series of weighted i.i.d. non-negative random variables with a positive mass at the origin

Cited in

(6)

• Small deviations of the maximal element of a sequence of weighted independent random variables
• Choosing joint distributions so that the variance of the sum is small
• 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
• 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

This page was built for publication: Small deviation probabilities for weighted sum of independent random variables with a common distribution that can decrease at zero fast enough

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q310671)