Probabilities of Small Deviations of the Weighted Sum of Independent Random Variables with Common Distribution That Decreases at Zero Not Faster Than a Power


Cite item

Full Text

Open Access Open Access
Restricted Access Access granted
Restricted Access Subscription Access

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

Supplementary files

Supplementary Files
Action
1. JATS XML

Copyright (c) 2016 Springer Science+Business Media New York