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

DOI10.1016/J.SPL.2010.01.008MaRDI QIDQ968460zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights
• On small deviations of series of weighted random variables
• On the lower tail probabilities of some random sequences in \(l_{ p }\)
• Remarks on a link between the Laplace transform and distribution function of a nonnegative random variable
• 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

(2)

• scientific article; zbMATH DE number 4151514 (Why is no real title available?)
• On small deviations of series of weighted positive random variables

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