Small deviation probabilities for sums of independent positive random variables
نویسندگان
چکیده
منابع مشابه
Large-deviation Probabilities for Maxima of Sums of Independent Random Variables with Negative Mean and Subexponential Distribution∗
Abstract. We consider the sums Sn = ξ1 + · · · + ξn of independent identically distributed random variables with negative mean value. In the case of subexponential distribution of the summands, the asymptotic behavior is found for the probability of the event that the maximum of sums max(S1, . . . , Sn) exceeds high level x. The asymptotics obtained describe this tail probability uniformly with...
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ژورنال
عنوان ژورنال: Journal of Mathematical Sciences
سال: 2007
ISSN: 1072-3374,1573-8795
DOI: 10.1007/s10958-007-0518-2