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Small deviation probabilities for sums of independent positive random variables, whose density has a power decay at zero
L. V. Rozovsky Saint-Petersburg Chemical-Pharmaceutical Academy, Saint-Petersburg, Russia
Abstract:
In the note small deviation probabilities of sum of i.i.d. positive random variables are studied, whose density has a power decay at zero.
Key words and phrases:
sums of independent positive random variables, probability density, small deviations, regular varying functions.
UDC:
519.2 Received: 25.10.2011
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