pith. sign in

arxiv: 0711.2576 · v2 · submitted 2007-11-16 · 🧮 math.PR

A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights

classification 🧮 math.PR
keywords randomsmallsomevariablesasymptoticscasesconcerningdecreasing
0
0 comments X
read the original abstract

We obtain some new results concerning the small deviation problem for $S=\sum_n q^n X_n$ and $M=\sup_n q^n X_n$, where $0<q<1$ and $(X_n)$ are i.i.d. non-negative random variables. In particular, the asymptotics is shown to be the same for $S$ and $M$ in some cases.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.