Limit theorems for large derivations of sums of independent random variables with common distribution function from the domain of attraction of the normal law
Abstract:
In the note some aspects of an asymptotic behavior of the probability $\mathbf P\bigl(S_n\ge\alpha b_n\bigr)$ are studied, where $S_n$ is sum of $n$ independent random variables with a common distribution function from the domain of attraction of a normal law, $\alpha$ is a positive number and $b_n$ is a non-decreasing sequence, which tends to infinity and satisfies some additional assumptions. In particular, we obtain the necessary and sufficient conditions under which the series $\sum\limits_n f_n\,\mathbf P\bigl( S_n\ge\alpha b_n \bigr)$ converges or, being properly normalized, has a limit if $\alpha\searrow\alpha_0$, where $\alpha_0$ is a positive constant and $f_n$ is some positive sequence of rather a general form.