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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Publication:4580425
DOI10.1137/S0040585X97T988757zbMath1405.60043MaRDI QIDQ4580425
Publication date: 15 August 2018
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99)
Related Items (3)
\( L_2\)-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 for a Weighted Sum of Independent Positive Random Variables with Common Distribution Function That Can Decrease at Zero Fast Enough
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- On the lower tail probabilities of some random sequences in \(l_{ p }\)
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