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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2018 Volume 63, Issue 1, Pages 191–202 (Mi tvp5157)

Short Communications

Small deviation probabilities for a weighted sum of independent positive random variables with common distribution function that can decrease at zero fast enough

L. V. Rozovskii

Saint-Petersburg Chemical-Pharmaceutical Academy

Abstract: The present note puts forward the most general conditions to date under which the classical asymptotics of the small deviation probabilities for a weighted sum of independent positive random variables takes place. Regarding random variables it is assumed that their common distribution function can, in particular, have an exponential falloff at zero.

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

Received: 29.05.2016
Revised: 30.08.2017
Accepted: 20.10.2017

DOI: 10.4213/tvp5157


 English version:
Theory of Probability and its Applications, 2018, 63:1, 155–163

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