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SEMINARS |
Seminar on Probability Theory and Mathematical Statistics
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Comparison theorems for small deviations of weighted series L. V. Rozovskii |
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Abstract: We study comparison theorems for small deviation probabilities of weighted series and obtain more refined versions of the previous results by the theme. In particular, we prove the following result. Theorem. Let a positive random variable $$ \mathbb{ P}\Big(\sum\limits_{n\ge 1} a_n\,X_n < r\Big)\sim \Big(\prod\limits_{n\ge 1} b_n/a_n\Big)^\beta\,\mathbb{P}\Big(\sum\limits_{n\ge 1} b_n\,X_n < r\Big). $$ |