Small deviation probabilities for weighted sum of independent random variables with a common distribution having a power decrease at zero, under minimal moment assumptions

DOI10.1137/S0040585X97T988757zbMATH Open1405.60043WikidataQ129384977 ScholiaQ129384977MaRDI QIDQ4580425FDOQ4580425

L. V. Rozovsky

Publication date: 15 August 2018

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

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zbMATH Keywords

slowly varying functionsmall deviationsums of independent positive random variables

Mathematics Subject Classification ID

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

Cites Work

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• On the lower tail probabilities of some random series
• On small deviations of series of weighted positive random variables
• Small deviations of series of weighted i.i.d. non-negative random variables with a positive mass at the origin
• Small deviation probabilities of weighted sums under minimal moment assumptions
• On the lower tail probabilities of some random sequences in \(l_{ p }\)
• Title not available (Why is that?)
• Small deviations of series of independent positive random variables with weights close to exponential
• Title not available (Why is that?)
• Small Deviations of Series of Independent Nonnegative Random Variables with Smooth Weights
• Extremes of moving averages of random variables with finite endpoint
• 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

Cited In (4)

• Small Deviation Probabilities for a Weighted Sum of Independent Positive Random Variables with Common Distribution Function That Can Decrease at Zero Fast Enough
• \( L_2\)-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

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