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Small deviation probabilities for weighted sum of independent random variables with a common distribution that can decrease at zero fast enough

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  • Rozovsky, L.V.

Abstract

We examine small deviation probabilities of weighted sum of independent random variables with a common distribution that can decrease at zero fast enough and satisfies mild moment assumptions.

Suggested Citation

  • Rozovsky, L.V., 2016. "Small deviation probabilities for weighted sum of independent random variables with a common distribution that can decrease at zero fast enough," Statistics & Probability Letters, Elsevier, vol. 117(C), pages 192-200.
    • Handle: RePEc:eee:stapro:v:117:y:2016:i:c:p:192-200
    DOI: 10.1016/j.spl.2016.05.014
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    References listed on IDEAS

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    1. Rozovsky, Leonid, 2009. "Small deviations of series of weighted i.i.d. non-negative random variables with a positive mass at the origin," Statistics & Probability Letters, Elsevier, vol. 79(13), pages 1495-1500, July.
    2. Rozovsky, L.V., 2014. "Small deviation probabilities of weighted sums under minimal moment assumptions," Statistics & Probability Letters, Elsevier, vol. 86(C), pages 1-6.
    3. Aurzada, Frank, 2008. "A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights," Statistics & Probability Letters, Elsevier, vol. 78(15), pages 2300-2307, October.
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    Cited by:

    1. Leonid V. Rozovsky, 2019. "Small Ball Probabilities for Certain Gaussian Random Fields," Journal of Theoretical Probability, Springer, vol. 32(2), pages 934-949, June.

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    1. Rozovsky, Leonid, 2010. "On the behavior of the log Laplace transform of series of weighted non-negative random variables at infinity," Statistics & Probability Letters, Elsevier, vol. 80(9-10), pages 764-770, May.
    2. Rozovsky, Leonid, 2009. "Small deviations of series of weighted i.i.d. non-negative random variables with a positive mass at the origin," Statistics & Probability Letters, Elsevier, vol. 79(13), pages 1495-1500, July.

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