Abstract
We deduce two lemmas that seem to be useful while studying small deviation probabilities for positive random variables. As an example, the so-called small balls problem is examined. Bibliography: 11 titles.
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Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 320, 2004, pp. 150–159.
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Rozovsky, L.V. Small deviation probabilities for positive random variables. J Math Sci 137, 4561–4566 (2006). https://doi.org/10.1007/s10958-006-0251-2
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DOI: https://doi.org/10.1007/s10958-006-0251-2