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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2022 Volume 67, Issue 3, Pages 456–470 (Mi tvp5482)

Large deviations of a sum of independent random variables with distributions with rapidly decreasing tails

L. V. Rozovskii

Saint-Petersburg State Chemical-Pharmaceutical University

Abstract: Given a sum of a finite number of independent random variables (r.v.'s), 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.

Received: 10.10.2020
Accepted: 16.02.2021

DOI: 10.4213/tvp5482


 English version:
Theory of Probability and its Applications, 2022, 67:3, 363–374

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© Steklov Math. Inst. of RAS, 2025