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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2017 Volume 62, Issue 3, Pages 610–616 (Mi tvp5124)

This article is cited in 3 papers

Short Communications

Small deviation probabilities of weighted sum of independent random variables with a common distribution having a power decrease in zero under minimal moment assumptions

L. V. Rozovskii

Saint-Petersburg Chemical-Pharmaceutical Academy

Abstract: We represent a certain weight condition such that the exact formula for the asymptotic behavior of small deviation probabilities for weighted sum of independent random variables with a common distribution, which has a power decay at zero, is valid under optimal moment assumptions.

Keywords: small deviations, sums of independent positive random variables, slowly varying functions.

Received: 09.11.2014
Revised: 21.05.2015

DOI: 10.4213/tvp5124


 English version:
Theory of Probability and its Applications, 2018, 62:3, 491–495

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