A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights
| dc.creator | Aurzada, Frank | |
| dc.date | 2007-11-16 | |
| dc.date | 2008-02-14 | |
| dc.date.accessioned | 2026-07-07T10:17:50Z | |
| dc.date.available | 2026-07-07T10:17:50Z | |
| dc.description | 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. | |
| dc.description | Revision, 13p, to appear in: Statist. Probab. Lett | |
| dc.identifier | https://arxiv.org/abs/0711.2576 | |
| dc.identifier | http://arxiv.org/abs/0711.2576 | |
| dc.identifier | Statistics & Probability Letters 78 (2008), 2300-2307 | |
| dc.identifier | doi:10.1016/j.spl.2008.02.007 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/173992 | |
| dc.subject | Probability | |
| dc.subject | 60G50, 60F99 | |
| dc.title | A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights | |
| dc.type | text |