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.