On Large Deviations of a Sum of Independent Random Variables with Rapidly Decreasing Distribution Tails

被引：1
|
作者：
Rozovsky, L., V [1 ]
机构：
[1] St Petersburg State Chem & Pharmaceut Univ, St Petersburg, Russia
来源：
DOKLADY MATHEMATICS | 2020年 / 101卷 / 02期
基金：
俄罗斯基础研究基金会;
关键词：
independent random variables; large deviations; rapidly decreasing tails; CONVOLUTION EQUIVALENCE; ASYMPTOTICS;
D O I：
10.1134/S1064562420020210
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
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.
引用
收藏
页码：150 / 153
页数：4
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