On the behavior of the log Laplace transform of series of weighted non-negative random variables at infinity

DOI10.1016/J.SPL.2010.01.008zbMATH Open1195.60068OpenAlexW2064682108MaRDI QIDQ968460FDOQ968460

Authors: L. V. Rozovsky 

Publication date: 5 May 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.01.008

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Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Small deviations of series of weighted i.i.d. non-negative random variables with a positive mass at the origin
• On the lower tail probabilities of some random sequences in \(l_{ p }\)
• Small deviations of series of independent positive random variables with weights close to exponential
• 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
• Remarks on a link between the Laplace transform and distribution function of a nonnegative random variable

Cited In (2)

• Title not available (Why is that?)
• On small deviations of series of weighted positive random variables

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