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Small deviation probabilities
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Weighted sums
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i.i.d. positive random variables
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Statistics & Probability Letters
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Small
deviation
probabilities
of weighted sums under minimal moment assumptions
Rozovsky, L.V.
- In:
Statistics & Probability Letters
86
(
2014
)
C
,
pp. 1-6
We examine
small
deviation
probabilities
of weighted sums of i.i.d.r.v. with a power decay at zero under moment …
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