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JOURNALS // Doklady Rossijskoj Akademii Nauk. Mathematika, Informatika, Processy Upravlenia // Archive

Dokl. RAN. Math. Inf. Proc. Upr., 2020 Volume 491, Pages 86–89 (Mi danma56)

This article is cited 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.

UDC: 519.21

Presented: I. A. Ibragimov
Received: 13.01.2020
Revised: 13.01.2020
Accepted: 13.02.2020

DOI: 10.31857/S2686954320020216


 English version:
Doklady Mathematics, 2020, 101:2, 150–153

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