Small deviation probabilities for sums of independent positive random variables with a distribution that slowly varies at zero

DOI10.1007/S10958-014-2194-3MaRDI QIDQ906014zbMATH OpenOpenAlexFDO

Authors L. V. Rozovsky

Publication date 28 January 2016

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

Full work available at URL https://doi.org/10.1007/s10958-014-2194-3

zbMATH Keywords

independent identically distributed positive random variables

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99)

Recommendations

• Small deviation probabilities for sums of independent positive random variables
• Small deviation probabilities for sums of independent positive random variables
• Small deviation probabilities for sums of independent positive random variables whose density has a power decay at zero
• 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 sums of independent random 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 weighted sum of independent random variables with a common distribution 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
• scientific article; zbMATH DE number 1149759
• Small deviations of modified sums of independent random variables

Cites work

• scientific article; zbMATH DE number 3504209 (Why is no real title available?)
• scientific article; zbMATH DE number 5029473 (Why is no real title available?)
• A unified formulation of the central limit theorem for small and large deviations from the mean
• Remarks on a link between the Laplace transform and distribution function of a nonnegative random variable

Cited in

(6)

• scientific article; zbMATH DE number 5029473 (Why is no real title available?)
• Small deviations of sums of independent random 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 series of independent positive random variables with weights close to exponential
• 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

This page was built for publication: Small deviation probabilities for sums of independent positive random variables with a distribution that slowly varies at zero

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q906014)