A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights
Abstract
We obtain some new results concerning the small deviation problem for S=Σn qn Xn and M=n qn Xn, where 0<q<1 and (Xn) 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.
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