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Small deviation probability of sums of independent random variables. (English) Zbl 0902.60039

Eberlein, Ernst (ed.) et al., High dimensional probability. Proceedings of the conference, Oberwolfach, Germany, August 1996. Basel: Birkhäuser. Prog. Probab. 43, 59-74 (1998).
This paper concerns the behaviour of \(\sum^\infty_{n=1} \varphi (n)Z_n\) near zero, where \(\{\varphi (n)\}\) is a summable sequence of positive reals and \(\{Z_n\}\) are nonnegative i.i.d. random variables; a so-called small deviation problem.
For the entire collection see [Zbl 0883.00024].
Reviewer: A.Gut (Uppsala)

MSC:

60G50 Sums of independent random variables; random walks
60F10 Large deviations
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