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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2007 Volume 341, Pages 151–167 (Mi znsl141)

This article is cited in 14 papers

Small deviation probabilities for sums of independent positive random variables

L. V. Rozovskii

Saint-Petersburg Chemical-Pharmaceutical Academy

Abstract: In the note we give estimates of small deviation probabilities of a sum $\sum_{j\ge 1} \lambda_j X_j$, where $\{\lambda_j\}$ are nonnegative numbers and $\{X_j\}$ are i.i.d. positive random variables, satisfying mild assumptions at zero and infinity.

UDC: 519.21

Received: 01.11.2006


 English version:
Journal of Mathematical Sciences (New York), 2007, 147:4, 6935–6945

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