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Zapiski Nauchnykh Seminarov POMI, 2019, Volume 486, Pages 265–274 (Mi znsl6896)  
On the asymptotic behavior of the convolution of distributions with regularly exponentially decreasing tails

L. V. Rozovskii

Saint-Petersburg State Chemical-Pharmaceutical University
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Abstract: In the note the asymptotic behaviour of the tail of distribution and density of a sum of independent random variables is studying in the case when the tails of the distributions (densities) of the summands decrease exponentially at infinity.
Key words and phrases: sum of independent random variables, large deviations, regularly exponentially decreasing tails.
Funding agency Grant number
Russian Foundation for Basic Research 19-01-00356
Received: 19.11.2019
Document Type: Article
UDC: 519.2
Language: Russian
Citation: L. V. Rozovskii, “On the asymptotic behavior of the convolution of distributions with regularly exponentially decreasing tails”, Probability and statistics. Part 28, Zap. Nauchn. Sem. POMI, 486, POMI, St. Petersburg, 2019, 265–274
Citation in format AMSBIB
\Bibitem{Roz19}
\by L.~V.~Rozovskii
\paper On the asymptotic behavior of the convolution of distributions with regularly exponentially decreasing tails
\inbook Probability and statistics. Part~28
\serial Zap. Nauchn. Sem. POMI
\yr 2019
\vol 486
\pages 265--274
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl6896}
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  • https://www.mathnet.ru/eng/znsl/v486/p265
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