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Teoriya Veroyatnostei i ee Primeneniya, 2022, Volume 67, Issue 3, Pages 456–470
DOI: https://doi.org/10.4213/tvp5482 (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
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DOI: https://doi.org/10.4213/tvp5482
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.
Funding agency Grant number
Russian Foundation for Basic Research 19-01-00356
This research was carried out with the financial support of the Russian Foundation for Basic Research (grant 19-01-00356).
Received: 10.10.2020
Accepted: 16.02.2021
English version:
Theory of Probability and its Applications, 2022, Volume 67, Issue 3, Pages 363–374
DOI: https://doi.org/10.1137/S0040585X97T99099X
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: L. V. Rozovskii, “Large deviations of a sum of independent random variables with distributions with rapidly decreasing tails”, Teor. Veroyatnost. i Primenen., 67:3 (2022), 456–470; Theory Probab. Appl., 67:3 (2022), 363–374
Citation in format AMSBIB
\Bibitem{Roz22}
\by L.~V.~Rozovskii
\paper Large deviations of a~sum of independent random variables with distributions with rapidly decreasing tails
\jour Teor. Veroyatnost. i Primenen.
\yr 2022
\vol 67
\issue 3
\pages 456--470
\mathnet{http://mi.mathnet.ru/tvp5482}
\crossref{https://doi.org/10.4213/tvp5482}
\transl
\jour Theory Probab. Appl.
\yr 2022
\vol 67
\issue 3
\pages 363--374
\crossref{https://doi.org/10.1137/S0040585X97T99099X}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85152015415}
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    		Теория вероятностей и ее применения Theory of Probability and its Applications
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