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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Cites work
- scientific article; zbMATH DE number 6480025 (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
- Extremes of moving averages of random variables with finite endpoint
- 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 deviation probabilities for sums of independent positive random variables
- Small deviation probabilities of weighted sums under minimal moment assumptions
- 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)- Probabilities of small deviations of the weighted sum of independent random variables with common distribution that decreases at zero not faster than a power
- \( L_2\)-small ball asymptotics for Gaussian random functions: a survey
- 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 deviation probabilities for a weighted sum of independent positive random variables with common distribution function that can decrease at zero fast enough
- 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
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