Abstract:
Let $X_1,X_2,\dots$ be a sequence of independent identically distributed random variables, $S_n=X_1+\dots+X_n$, $\Phi(x)$ be the standard normal distribution function. We investigate the asymptotics of
$$
\mathbf P\{S_n>x\}/(1-\Phi(x/B_n)),\qquad n\to\infty,
$$
for $0\le x\le \Lambda(B_n)$, where the function $\Lambda(z)$ is such that
$$
\Lambda(z)/z\uparrow\infty,\quad\Lambda(z)/z^{1+\varepsilon}\downarrow 0\quad(0<\varepsilon<1,\ z>z_0),
$$
the sequence $B_n\to\infty$ ($n\to\infty$) and
$$
\sup_{x\ge 0}|\mathbf P\{S_n<xB_n\}-\Phi(x)|=o(1),\qquad n\to\infty.
$$