Small Deviation Probabilities of a Sum of Independent Positive Random Variables, the Common Distribution of Which Decreases at Zero Not Faster Than Exponential Function
- Authors: Rozovsky L.V.1,2
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Affiliations:
- St.Petersburg State Chemical Pharmaceutical Academy
- St.Petersburg Department of the Steklov Mathematical Institute
- Issue: Vol 229, No 6 (2018)
- Pages: 767-771
- Section: Article
- URL: https://journal-vniispk.ru/1072-3374/article/view/240564
- DOI: https://doi.org/10.1007/s10958-018-3716-1
- ID: 240564
Cite item
Abstract
We investigate small deviation probabilities of the cumulative sum of independent positive random variables, the common distribution of which decreases at zero not faster than exponential function.
About the authors
L. V. Rozovsky
St.Petersburg State Chemical Pharmaceutical Academy; St.Petersburg Department of the Steklov Mathematical Institute
Author for correspondence.
Email: L_Rozovsky@mail.ru
Russian Federation, St.Petersburg
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