A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights-Reference-Cited by-同舟云学术

A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights

Published:2008-10 Issue:15 Volume:78 Page:2300-2307
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Aurzada Frank

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference17 articles.

1. Aurzada, F., 2006. Small deviations of some stochastic processes. Ph. D. Thesis, Friedrich-Schiller-Universität Jena. Available from: http://www.db-thueringen.de/servlets/DerivateServlet/Derivate-10429/Aurzada/Dissertation.pdf

2. On the lower tail probabilities of some random sequences in lp;Aurzada;J. Theoret. Probab.,2007

3. Regular variation;Bingham,1989

4. Borovkov, A.A., Ruzankin, P.S., 2008a. On small deviations of series of weighted random variables, J. Theoret. Probab. Available from http://dx.doi.org/10.1007/s10959-007-0130-x (in press-a)

5. Borovkov, A.A., Ruzankin, P.S., 2008b. On small deviations of independent positive random variables with weights close to exponential, Siberian Adv. Math. (in press-b)

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