On the behavior of the log Laplace transform of series of weighted non-negative random variables at infinity

被引：2
|
作者：
Rozovsky, Leonid [1 ]
机构：
[1] St Petersburg Chem Pharmaceut Acad, Dept Math, St Petersburg 197376, Russia
来源：
STATISTICS & PROBABILITY LETTERS | 2010年 / 80卷 / 9-10期
关键词：
SMALL DEVIATIONS; SEQUENCES;
D O I：
10.1016/j.spl.2010.01.008
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We obtain the new asymptotics of the log Laplace transform of Sigma(j >= 1) lambda X-j(j) at infinity, where {X-j} are i.i.d. non-negative random variables and {lambda(j)} is a sequence of positive and non-increasing numbers, satisfying certain regularity conditions. (C) 2010 Elsevier B.V. All rights reserved.
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页码：764 / 770
页数：7
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