Small deviation probabilities of weighted sum of independent random variables with a common distribution having a power decrease in zero under minimal moment assumptions
Teoriâ veroâtnostej i ee primeneniâ, Tome 62 (2017) no. 3, pp. 610-616
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We represent a certain weight condition such that the exact formula for the asymptotic behavior of small deviation probabilities for weighted sum of independent random variables with a common distribution, which has a power decay at zero, is valid under optimal moment assumptions.
Keywords:
small deviations, sums of independent positive random variables, slowly varying functions.
@article{TVP_2017_62_3_a8,
author = {L. V. Rozovskii},
title = {Small deviation probabilities of weighted sum of independent random variables with a common distribution having a power decrease in zero under minimal moment assumptions},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {610--616},
publisher = {mathdoc},
volume = {62},
number = {3},
year = {2017},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2017_62_3_a8/}
}
TY - JOUR AU - L. V. Rozovskii TI - Small deviation probabilities of weighted sum of independent random variables with a common distribution having a power decrease in zero under minimal moment assumptions JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2017 SP - 610 EP - 616 VL - 62 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2017_62_3_a8/ LA - ru ID - TVP_2017_62_3_a8 ER -
%0 Journal Article %A L. V. Rozovskii %T Small deviation probabilities of weighted sum of independent random variables with a common distribution having a power decrease in zero under minimal moment assumptions %J Teoriâ veroâtnostej i ee primeneniâ %D 2017 %P 610-616 %V 62 %N 3 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_2017_62_3_a8/ %G ru %F TVP_2017_62_3_a8
L. V. Rozovskii. Small deviation probabilities of weighted sum of independent random variables with a common distribution having a power decrease in zero under minimal moment assumptions. Teoriâ veroâtnostej i ee primeneniâ, Tome 62 (2017) no. 3, pp. 610-616. http://geodesic.mathdoc.fr/item/TVP_2017_62_3_a8/