Small deviations of series of weighted i.i.d. non-negative random variables with a positive mass at the origin
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference5 articles.
1. A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights;Aurzada;Statistics and Probability Letters,2008
2. Regular Variation;Bingham,1987
3. On small deviations of series of weighted random variables;Borovkov;J.Theoret. Probab.,2008
4. Small deviation probabilities for sums of independent positive random variables;Rozovsky;Zapiski nauch.semin. POMI,2007
5. Rozovsky, L.V., 2009. Remarks on a link between Laplace transform and distribution function of a nonnegative random variable. Statistics and Probability Letters (in press)
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1. Small Deviation Probabilities for Weighted Sum of Independent Random Variables with a Common Distribution Having a Power Decrease at Zero, under Minimal Moment Assumptions;Theory of Probability & Its Applications;2018-01
2. Small deviation probabilities for weighted sum of independent random variables with a common distribution that can decrease at zero fast enough;Statistics & Probability Letters;2016-10
3. Probabilities of Small Deviations of the Weighted Sum of Independent Random Variables with Common Distribution That Decreases at Zero Not Faster Than a Power;Journal of Mathematical Sciences;2016-03-14
4. Small Deviations of Series of Independent Nonnegative Random Variables with Smooth Weights;Theory of Probability & Its Applications;2014-01
5. On small deviations of series of weighted positive random variables;Journal of Mathematical Sciences;2011-06-22
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