L. V. Rozovskii, “On small deviation probabilities of positive random variables”, Probability and statistics. Part 8, Zap. Nauchn. Sem. POMI, 320, POMI, St. Petersburg, 2004, 150–159; J. Math. Sci. (N. Y.), 137:1 (2006), 4561

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Zapiski Nauchnykh Seminarov POMI, 2004, Volume 320, Pages 150–159 (Mi znsl603)

This article is cited in 9 scientific papers (total in 9 papers)

On small deviation probabilities of positive random variables

L. V. Rozovskii

Saint-Petersburg Chemical-Pharmaceutical Academy

Full-text PDF (188 kB) Citations (9)

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Abstract: In the note two lemmas are deduced, which seem to be useful while studing the small deviation probabilities of positive random variables. As the example so called small balls problem is examined.

Received: 01.11.2004

English version:
Journal of Mathematical Sciences (New York), 2006, Volume 137, Issue 1, Pages 4561–4566
DOI: https://doi.org/10.1007/s10958-006-0251-2

Bibliographic databases:

UDC: 519.21

Language: Russian

Citation: L. V. Rozovskii, “On small deviation probabilities of positive random variables”, Probability and statistics. Part 8, Zap. Nauchn. Sem. POMI, 320, POMI, St. Petersburg, 2004, 150–159; J. Math. Sci. (N. Y.), 137:1 (2006), 4561–4566

Citation in format AMSBIB

\Bibitem{Roz04}

\by L.~V.~Rozovskii

\paper On small deviation probabilities of positive random variables

\inbook Probability and statistics. Part~8

\serial Zap. Nauchn. Sem. POMI

\yr 2004

\vol 320

\pages 150--159

\publ POMI

\publaddr St.~Petersburg

\mathnet{http://mi.mathnet.ru/znsl603}

\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2115873}

\zmath{https://zbmath.org/?q=an:1080.60010}

\transl

\jour J. Math. Sci. (N. Y.)

\yr 2006

\vol 137

\issue 1

\pages 4561--4566

\crossref{https://doi.org/10.1007/s10958-006-0251-2}

Linking options:

https://www.mathnet.ru/eng/znsl603

https://www.mathnet.ru/eng/znsl/v320/p150

This publication is cited in the following 9 articles:

L. V. Rozovskii, “Small deviation probabilities for sums of independent positive random variables”, Vestn. St. Petersbg. Univ., Math., 7:3 (2020), 295–307
L. V. Rozovskii, “Small deviation probabilities of weighted sum of independent random variables with a common distribution having a power decrease in zero under minimal moment assumptions”, Theory Probab. Appl., 62:3 (2018), 491–495
L. V. Rozovsky, “Small deviation probabilities for sum of independent positive random variables, which have a common distribution, decreasing at zero not faster than a power”, J. Math. Sci. (N. Y.), 229:6 (2018), 767–771
L. V. Rozovskii, “Superlarge deviation probabilities for sums of independent random variables with exponential decreasing distributions. II”, Theory Probab. Appl., 59:1 (2015), 168–177
L. V. Rozovsky, “Small deviation probabilities for sums of independent positive random variables with distributions which are slowly varying at zero”, J. Math. Sci. (N. Y.), 204:1 (2015), 155–164
Rozovsky L., “Remarks on a link between the Laplace transform and distribution function of a nonnegative random variable”, Statist. Probab. Lett., 79:13 (2009), 1501–1508
L. V. Rozovskii, “On Gaussian Measure of Balls in a Hilbert Space”, Theory Probab. Appl., 53:2 (2009), 357–364
L. V. Rozovskii, “Small deviation probabilities for sums of independent positive random variables”, J. Math. Sci. (N. Y.), 147:4 (2007), 6935–6945
L. V. Rozovskii, “Small deviation probabilities for a class of distributions with a polinomial decreasing at zero”, J. Math. Sci. (N. Y.), 139:3 (2006), 6603–6607

Citing articles in Google Scholar: Russian citations, English citations
Related articles in Google Scholar: Russian articles, English articles

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