IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v80y2010i9-10p764-770.html
   My bibliography  Save this article

On the behavior of the log Laplace transform of series of weighted non-negative random variables at infinity

Author

Listed:
  • Rozovsky, Leonid

Abstract

We obtain the new asymptotics of the log Laplace transform of [summation operator]j>=1[lambda]jXj at infinity, where {Xj} are i.i.d. non-negative random variables and {[lambda]j} is a sequence of positive and non-increasing numbers, satisfying certain regularity conditions.

Suggested Citation

  • 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.
    • Handle: RePEc:eee:stapro:v:80:y:2010:i:9-10:p:764-770
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(10)00013-1
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    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, Leonid, 2009. "Remarks on a link between the Laplace transform and distribution function of a nonnegative random variable," Statistics & Probability Letters, Elsevier, vol. 79(13), pages 1501-1508, July.
    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.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. 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.
    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. 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.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:80:y:2010:i:9-10:p:764-770. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.