Small deviation probabilities of weighted sums under minimal moment assumptions. (English) Zbl 1296.60118
Summary: We examine small deviation probabilities of weighted sums of i.i.d.r.v. with a power decay at zero under moment assumptions close to necessary.
MSC:
| 60G50 | Sums of independent random variables; random walks |
| 60F99 | Limit theorems in probability theory |
References:
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