Article ID Journal Published Year Pages File Type
1155089 Statistics & Probability Letters 2008 8 Pages PDF
Abstract

We obtain some new results concerning the small deviation problem for S=∑nqnXnS=∑nqnXn and M=supnqnXnM=supnqnXn, where 0

Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights
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