Small deviations of series of independent positive random variables with weights close to exponential

DOI10.3103/S1055134408030024zbMATH Open1249.60036OpenAlexW2092190966MaRDI QIDQ3115372FDOQ3115372

Authors: P. S. Ruzankin, A. A. Borovkov 

Publication date: 20 February 2012

Published in: Siberian Advances in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1055134408030024

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zbMATH Keywords

small deviationsdelayed differential equationseries of independent random variables

Mathematics Subject Classification ID

Large deviations (60F10)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• On the lower tail probabilities of some random series
• Extremes of moving averages of random variables with finite endpoint
• On small deviations of series of weighted random variables

Cited In (13)

• Small deviations of the maximal element of a sequence of weighted independent random variables
• On the behavior of the log Laplace transform of series of weighted non-negative random variables at infinity
• Small deviation probabilities for weighted sum of independent random variables with a common distribution having a power decrease at zero, under minimal moment assumptions
• Probabilities of small deviations of the weighted sum of independent random variables with common distribution that decreases at zero not faster than a power
• Comparison theorems for small deviations of random series
• 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
• A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights
• Small deviations of the maximal element of a sequence of independent variables with smooth weights
• On small deviations of series of weighted positive random variables
• \( L_2\)-small ball asymptotics for Gaussian random functions: a survey
• Title not available (Why is that?)
• Small deviation probabilities of weighted sums under minimal moment assumptions

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