Small deviation probabilities of weighted sums under minimal moment assumptions

L.V. Rozovsky

Statistics & Probability Letters, 2014, vol. 86, issue C, 1-6

Abstract: We examine small deviation probabilities of weighted sums of i.i.d.r.v. with a power decay at zero under moment assumptions close to necessary.

Keywords: Small deviation probabilities; i.i.d. positive random variables; Weighted sums (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2013.11.011

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