Small deviations of series of weighted i.i.d. non-negative random variables with a positive mass at the origin

Leonid Rozovsky

Statistics & Probability Letters, 2009, vol. 79, issue 13, 1495-1500

Abstract: We study the small deviations of [summation operator]j>=1[lambda]jXj and supj>=1[lambda]jXj, where {Xj} are i.i.d. non-negative random variables and 1/[lambda]j tends to [infinity] faster than any power of j. The most interesting conclusions hold if .

Date: 2009
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