Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154066 | Statistics & Probability Letters | 2009 | 6 Pages |
Abstract
We study the small deviations of âjâ¥1λjXj and supjâ¥1λjXj, where {Xj} are i.i.d. non-negative random variables and 1/λj tends to â faster than any power of j. The most interesting conclusions hold if P(X1=0)>0.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Leonid Rozovsky,