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WROCŁAW UNIVERSITY
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Contents of PMS, Vol. 35, Fasc. 1,
pages 161 - 178
 

SMALL DEVIATION PROBABILITIES OF WEIGHTED SUMS WITH FAST DECREASING WEIGHTS

Leonid V. Rozovsky

Abstract: We examine small deviation probabilities of weighted sums of i.i.d. positive random variables whose distribution function is regularly varying at zero provided that weights are decreasing fast enough.

2000 AMS Mathematics Subject Classification: Primary: 60G50; Secondary: 60F99.

Keywords and phrases: Small deviation probabilities, i.i.d. positive random variables, weighted sums, slowly varying functions, regularly varying functions.

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