Small Deviation Probabilities for Sums of Independent Positive Random Variables

被引：1

作者：

Rozovsky, L. V. ^{[1
]}

机构：

[1] St Petersburg State Chem Pharmaceut Univ, St Petersburg 197022, Russia

来源：

VESTNIK ST PETERSBURG UNIVERSITY-MATHEMATICS | 2020年 / 53卷 / 03期

基金：

俄罗斯基础研究基金会;

关键词：

small deviations; sums of independent positive random variables; slowly varying functions; ASYMPTOTICS;

D O I：

10.1134/S1063454120030103

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We study the asymptotic behavior at zero of distributions and densities of a sum of several independent positive random variables under certain assumptions on the decay rate of their distributions at zero. We consider cases where the distributions (densities) of summable random variables are regularly or slowly varying at zero or can decrease at zero at an arbitrary rate.

引用

页码：295 / 307

页数：13

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