Small deviation probabilities for sums of independent positive random variables

MaRDI QIDQ3445758zbMATH OpenFDO

Authors L. V. Rozovsky

Publication date 6 June 2007

Full work available at URL http://www.pdmi.ras.ru/znsl/2007/v341.html

zbMATH Keywords

Laplace transformlower tail probabilitysums of independent random variablessmall deviation probabilities

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Large deviations (60F10) Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99)

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