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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2014 Volume 431, Pages 178–185 (Mi znsl6101)

This article is cited in 4 papers

Small deviation probabilities for weighted sum of independent random variables with a common distribution, decreasing at zero not faster than a power

L. V. Rozovsky

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

Abstract: In the note we give estimates of small deviation probabilities of a sum $\sum_{j\ge1}\lambda_jX_j$, where $\{\lambda_j\}$ are positive numbers and $\{X_j\}$ are i.i.d. positive random variables, satisfying mild assumptions at zero and infinity.

Key words and phrases: small deviations, weighted sum of positive independent random variables, slowly varying functions.

UDC: 519.2

Received: 05.11.2014


 English version:
Journal of Mathematical Sciences (New York), 2016, 214:4, 540–545

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