Small Deviation Probabilities of a Sum of Independent Positive Random Variables, the Common Distribution of Which Decreases at Zero Not Faster Than Exponential Function

Small Deviation Probabilities of a Sum of Independent Positive Random Variables, the Common Distribution of Which Decreases at Zero Not Faster Than Exponential Function

We investigate small deviation probabilities of the cumulative sum of independent positive random variables, the common distribution of which decreases at zero not faster than exponential function.

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Veröffentlicht in:Journal of mathematical sciences (New York, N.Y.) N.Y.), 2018-03, Vol.229 (6), p.767-771
1. Verfasser: Rozovsky, L. V.
Format: Artikel
Sprache:eng
Schlagworte:
Deviation
Exponential functions
FUNCTIONS
Independent variables
MATHEMATICAL METHODS AND COMPUTING
Mathematics
Mathematics and Statistics
PROBABILITY
Probability distributions
Random variables
RANDOMNESS
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Beschreibung
Zusammenfassung:We investigate small deviation probabilities of the cumulative sum of independent positive random variables, the common distribution of which decreases at zero not faster than exponential function.
ISSN:1072-3374
1573-8795
DOI:10.1007/s10958-018-3716-1