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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2009 Volume 368, Pages 190–200 (Mi znsl3513)

This article is cited in 1 paper

Small deviations of the maximal element of a sequence of independent variables with smooth weights

L. V. Rozovsky

Saint-Petersburg Chemical-Pharmaceutical Academy, Saint-Petersburg, Russia

Abstract: We study the logarithmic small deviations of the maximal element of a sequence $\{\lambda_jX_j\}$, where $\{X_j\}$ are independent copies of non-negative random variable $X$ and $\{\lambda_j\}$ is a non-increasing sequence of positive numbers, satisfying certain conditions of regularity. Bibl. – 3 titles.

Key words and phrases: small deviations, maximal element, non-negative random variables, slowly varying function, regularly varying function.

UDC: 519

Received: 09.11.2009


 English version:
Journal of Mathematical Sciences (New York), 2010, 167:4, 543–549

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