RUS  ENG
Full version
JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2010 Volume 384, Pages 212–224 (Mi znsl3892)

This article is cited in 7 papers

Small deviations of series of weighted positive random variables

L. V. Rozovsky

St. Petersburg Chemical-Pharmaceutical Academy, St. Petersburg, Russia

Abstract: Let $\{X_j\}$ be i.i.d. positive random variables and let $\{\lambda_j\}$ be a sequence of nonnegative nonincreasing numbers. We continue to examine the conditions under which asymptotics of the log Laplace transform of $\sum_{j\ge1}\lambda_jX_j$ has an explicit form at infinity. A behavior of $\sup_{j\ge1}\lambda_jX_j$ is also under consideration. Bibl. 14 titles.

Key words and phrases: small deviations, positive random variables, slowly varying function, regularly varying function, Laplace transform.

UDC: 519

Received: 01.11.2010


 English version:
Journal of Mathematical Sciences (New York), 2011, 176:2, 224–231

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2025