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Small Deviation Probabilities of a Sum of Independent Positive Random Variables, the Common Distribution of Which Decreases at Zero Not Faster Than Exponential Function

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We investigate small deviation probabilities of the cumulative sum of independent positive random variables, the common distribution of which decreases at zero not faster than exponential function.

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Correspondence to L. V. Rozovsky.

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Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 454, 2016, pp. 254–260.

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Rozovsky, L.V. Small Deviation Probabilities of a Sum of Independent Positive Random Variables, the Common Distribution of Which Decreases at Zero Not Faster Than Exponential Function. J Math Sci 229, 767–771 (2018). https://doi.org/10.1007/s10958-018-3716-1

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  • DOI: https://doi.org/10.1007/s10958-018-3716-1

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