Probabilities of Small Deviations of the Weighted Sum of Independent Random Variables with Common Distribution That Decreases at Zero Not Faster Than a Power
- Authors: Rozovsky L.V.1
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Affiliations:
- St.Petersburg State Chemical Pharmaceutical Academy
- Issue: Vol 214, No 4 (2016)
- Pages: 540-545
- Section: Article
- URL: https://journal-vniispk.ru/1072-3374/article/view/237450
- DOI: https://doi.org/10.1007/s10958-016-2796-z
- ID: 237450
Cite item
Abstract
The paper presents estimates of small deviation probabilities of the sum \( {\displaystyle \sum_{j\ge 1}{\leftthreetimes}_j{X}_j} \) , where {⋋j} are positive numbers and {Xj} are i.i.d. positive random variables satisfying weak restrictions at zero and infinity. Bibliography: 16 titles.
About the authors
L. V. Rozovsky
St.Petersburg State Chemical Pharmaceutical Academy
Author for correspondence.
Email: l_rozovsky@mail.ru
Russian Federation, St. Petersburg
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