Small Deviation Probabilities of a Sum of Independent Positive Random Variables, the Common Distribution of Which Decreases at Zero Not Faster Than Exponential Function
- Autores: Rozovsky L.V.1,2
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Afiliações:
- St.Petersburg State Chemical Pharmaceutical Academy
- St.Petersburg Department of the Steklov Mathematical Institute
- Edição: Volume 229, Nº 6 (2018)
- Páginas: 767-771
- Seção: Article
- URL: https://ogarev-online.ru/1072-3374/article/view/240564
- DOI: https://doi.org/10.1007/s10958-018-3716-1
- ID: 240564
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Resumo
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.
Sobre autores
L. Rozovsky
St.Petersburg State Chemical Pharmaceutical Academy; St.Petersburg Department of the Steklov Mathematical Institute
Autor responsável pela correspondência
Email: L_Rozovsky@mail.ru
Rússia, St.Petersburg
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