A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights
Frank Aurzada
Statistics & Probability Letters, 2008, vol. 78, issue 15, 2300-2307
Abstract:
We obtain some new results concerning the small deviation problem for S=[summation operator]nqnXn and M=supnqnXn, where 0
Date: 2008
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