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

DOI10.3103/S1055134408030024MaRDI QIDQ3115372zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

small deviationsdelayed differential equationseries of independent random variables

Mathematics Subject Classification ID

Large deviations (60F10)

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Cites work

• scientific article; zbMATH DE number 1149759 (Why is no real title available?)
• scientific article; zbMATH DE number 3411496 (Why is no real title available?)
• Extremes of moving averages of random variables with finite endpoint
• On small deviations of series of weighted random variables
• On the lower tail probabilities of some random series

Cited in

(13)

• Small deviations of the maximal element of a sequence of weighted independent random variables
• Probabilities of small deviations of the weighted sum of independent random variables with common distribution that decreases at zero not faster than a power
• scientific article; zbMATH DE number 5029473 (Why is no real title available?)
• Small deviations of the maximal element of a sequence of independent variables with smooth weights
• Comparison theorems for small deviations of random series
• \( L_2\)-small ball asymptotics for Gaussian random functions: a survey
• Small deviation probabilities of weighted sums under minimal moment assumptions
• 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 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
• On small deviations of series of weighted positive 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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