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This article is cited in 1 scientific paper (total in 1 paper)
MATHEMATICS
On large deviations of a sum of independent random variables with rapidly decreasing distribution tails
L. V. Rozovskii Saint-Petersburg State Chemical-Pharmaceutical University, Saint-Petersburg, Russian Federation
Abstract:
Given a sum of a finite number of independent random variables, the asymptotic behavior of its distributions and densities at infinity is investigated in the case when the densities or tails of these distributions decrease faster than the densities or tails of gamma distributions.
Keywords:
independent random variables, large deviations, rapidly decreasing tails.
Citation:
L. V. Rozovskii, “On large deviations of a sum of independent random variables with rapidly decreasing distribution tails”, Dokl. RAN. Math. Inf. Proc. Upr., 491 (2020), 86–89; Dokl. Math., 101:2 (2020), 150–153
Linking options:
https://www.mathnet.ru/eng/danma56 https://www.mathnet.ru/eng/danma/v491/p86
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