Small deviation probability of sums of independent random variables
From MaRDI portal
This paper concerns the behaviour of \(\sum^\infty_{n=1} \varphi (n)Z_n\) near zero, where \(\{\varphi (n)\}\) is a summable sequence of positive reals and \(\{Z_n\}\) are nonnegative i.i.d. random variables; a so-called small deviation problem. For the entire collection see [Zbl 0883.00024].
Recommendations
- Small deviation probabilities for sums of independent positive random variables
- Probabilities of small deviations of the weighted sum of independent random variables with common distribution that decreases at zero not faster than a power
- Small deviation probabilities for sums of independent positive random variables
- Small deviations of series of weighted i.i.d. non-negative random variables with a positive mass at the origin
- Small deviations of series of independent nonnegative random variables with smooth weights
Cited in
(42)- Small deviations of modified sums of independent random variables
- Small deviations for Matérn random fields and processes in the Hilbert norm
- Exact L₂-small ball behavior of integrated Gaussian processes and spectral asymptotics of boundary value problems
- Lower bound in regression for functional data by representation of small ball probabilities
- Small deviations of sums of independent random variables
- Mixed fractional Brownian motion: a spectral take
- On small deviations of series of weighted positive random variables
- Optimal Bayesian smoothing of functional observations over a large graph
- Exact \(L_2\)-small ball asymptotics for some Durbin processes
- Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff
- Small deviation probabilities for sums of independent positive random variables
- On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables
- Probability and statistics. Part 6. Transl. from the Russian
- Small deviation probabilities of weighted sums under minimal moment assumptions
- Exact small ball asymptotics in weighted \(L_2\)-norm for some Gaussian processes
- On the lower tail probabilities of some random sequences in \(l_{ p }\)
- Choosing joint distributions so that the variance of the sum is small
- Exact small ball constants for some Gaussian processes under the \(L^2\)-norm
- Gaussian process methods for one-dimensional diffusions: optimal rates and adaptation
- The small ball asymptotics in Hilbert norm for the Kac-Kiefer-Wolfowitz processes
- Probabilities of small deviations of the weighted sum of independent random variables with common distribution that decreases at zero not faster than a power
- Comparison theorems for the small ball probabilities of the Green Gaussian processes in weighted L₂-norms
- Small deviation probabilities for maximum of partial sums
- Small deviation probabilities for weighted sum of independent random variables with a common distribution that can decrease at zero fast enough
- Small deviations of series of independent positive random variables with weights close to exponential
- \(L_{2}\)-small deviations for weighted stationary processes
- On almost sure small deviation theorems for sums of dependent random sequence
- Precise small deviations in L₂ of some Gaussian processes appearing in the regression context
- Theory & Methods: Effect on probabilities and quantiles of adding a quantity with small variance
- Small deviation probabilities for weighted sum of independent random variables with a common distribution having a power decrease at zero, under minimal moment assumptions
- Adaptive and minimax estimation of the cumulative distribution function given a functional covariate
- scientific article; zbMATH DE number 850372 (Why is no real title available?)
- Finite element representations of Gaussian processes: balancing numerical and statistical accuracy
- Small deviations of series of independent nonnegative random variables with smooth weights
- Small ball probabilities for Gaussian random fields and tensor products of compact operators
- L₂-small ball asymptotics for Gaussian random functions: a survey
- L₂-small ball asymptotics for a family of finite-dimensional perturbations of Gaussian functions
- Semi-parametric Bernstein-von Mises theorem in linear inverse problems
- Exact \(L_{2}\)-small ball asymptotics of Gaussian processes and the spectrum of boundary-value problems
- Small deviation probabilities for sums of independent positive random variables with a distribution that slowly varies at zero
- 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
This page was built for publication: Small deviation probability of sums of independent random variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4387137)
