Abstract
In this note, we give estimates of small deviation probabilities of the sum ∑j≥1 λj Xj, where {λj} are nonnegative numbers and {Xj} are i.i.d. positive random variables that satisfy mild assumptions at zero and infinity. Bibliography: 10 titles.
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Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 341, 2007, pp. 151–167.
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Rozovsky, L.V. Small deviation probabilities for sums of independent positive random variables. J Math Sci 147, 6935–6945 (2007). https://doi.org/10.1007/s10958-007-0518-2
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DOI: https://doi.org/10.1007/s10958-007-0518-2