Small deviation probabilities for sums of independent positive random variables whose density has a power decay at zero

DOI10.1007/S10958-013-1166-3zbMATH Open1284.60088OpenAlexW2052061900MaRDI QIDQ357248FDOQ357248

Authors: L. V. Rozovsky 

Publication date: 30 July 2013

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-013-1166-3

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Mathematics Subject Classification ID

Large deviations (60F10) Sums of independent random variables; random walks (60G50)

Cites Work

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Cited In (7)

• Small deviation probabilities for weighted sum of independent random variables with a common distribution having a power decrease at zero, under minimal moment assumptions
• Small deviation probabilities for sums of independent positive random variables with a distribution that slowly varies at zero
• On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables
• 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 deviations of sums of independent random variables
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• Small deviations of series of independent positive random variables with weights close to exponential

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