On Small Deviations of Series of Weighted Random Variables

A. A. Borovkov () and P. S. Ruzankin ()
Additional contact information
A. A. Borovkov: Sobolev Institute of Mathematics
P. S. Ruzankin: Sobolev Institute of Mathematics

Journal of Theoretical Probability, 2008, vol. 21, issue 3, 628-649

Abstract: Abstract Let ξ,ξ 1,ξ 2,… be positive i.i.d. random variables, S=∑ j=1 ∞ a(j)ξ j , where the coefficients a(j)≥0 are such that P(S 0, where γ=1/(β−1), (ii) −ln P(ξ 0, where γ=1/(β−1), (iii) {a(j)} decreases faster than any power of j, and P(ξ

Keywords: Small deviations; Series of weighted random variables (search for similar items in EconPapers)
Date: 2008
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://link.springer.com/10.1007/s10959-007-0130-x Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jotpro:v:21:y:2008:i:3:d:10.1007_s10959-007-0130-x

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/10959

DOI: 10.1007/s10959-007-0130-x

Access Statistics for this article

Journal of Theoretical Probability is currently edited by Andrea Monica

More articles in Journal of Theoretical Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().