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JOURNALS // Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy // Archive

Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 2020 Volume 7, Issue 3, Pages 435–452 (Mi vspua168)

This article is cited in 1 paper

MATHEMATICS

Small deviation probabilities for sums of independent positive random variables

L. V. Rozovskii

St. Petersburg State Chemical Pharmaceutical University, 14, ul. Professora Popova, St. Petersburg, 197022, Russian Federation

Abstract: We examine an asymptotic behavior at zero of distributions and densities of a sum of several independent positive random variables under certain assumptions on the decay rate of their distributions at zero. We consider the cases, when the distributions (densities) of summable random variables are regularly or slowly varying at zero or can decrease at zero with an arbitrary rate.

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

UDC: 519.21

MSC: 60G50, 60F99

Received: 05.10.2019
Revised: 21.02.2020
Accepted: 19.03.2020

DOI: 10.21638/spbu01.2020.307


 English version:
Vestnik St. Petersburg University, Mathematics, 2020, 7:3, 295–307


© Steklov Math. Inst. of RAS, 2025