RUS  ENG
Full version
JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2019 Volume 486, Pages 265–274 (Mi znsl6896)

On the asymptotic behavior of the convolution of distributions with regularly exponentially decreasing tails

L. V. Rozovskii

Saint-Petersburg State Chemical-Pharmaceutical University

Abstract: In the note the asymptotic behaviour of the tail of distribution and density of a sum of independent random variables is studying in the case when the tails of the distributions (densities) of the summands decrease exponentially at infinity.

Key words and phrases: sum of independent random variables, large deviations, regularly exponentially decreasing tails.

UDC: 519.2

Received: 19.11.2019



© Steklov Math. Inst. of RAS, 2025