On large deviations of a sum of independent random variables with rapidly decreasing distribution tails
Doklady Rossijskoj akademii nauk. Matematika, informatika, processy upravleniâ, Tome 491 (2020), pp. 86-89
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Given a sum of a finite number of independent random variables, 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.
@article{DANMA_2020_491_a17,
author = {L. V. Rozovskii},
title = {On large deviations of a sum of independent random variables with rapidly decreasing distribution tails},
journal = {Doklady Rossijskoj akademii nauk. Matematika, informatika, processy upravleni\^a},
pages = {86--89},
publisher = {mathdoc},
volume = {491},
year = {2020},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/DANMA_2020_491_a17/}
}
TY - JOUR AU - L. V. Rozovskii TI - On large deviations of a sum of independent random variables with rapidly decreasing distribution tails JO - Doklady Rossijskoj akademii nauk. Matematika, informatika, processy upravleniâ PY - 2020 SP - 86 EP - 89 VL - 491 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/DANMA_2020_491_a17/ LA - ru ID - DANMA_2020_491_a17 ER -
%0 Journal Article %A L. V. Rozovskii %T On large deviations of a sum of independent random variables with rapidly decreasing distribution tails %J Doklady Rossijskoj akademii nauk. Matematika, informatika, processy upravleniâ %D 2020 %P 86-89 %V 491 %I mathdoc %U http://geodesic.mathdoc.fr/item/DANMA_2020_491_a17/ %G ru %F DANMA_2020_491_a17
L. V. Rozovskii. On large deviations of a sum of independent random variables with rapidly decreasing distribution tails. Doklady Rossijskoj akademii nauk. Matematika, informatika, processy upravleniâ, Tome 491 (2020), pp. 86-89. http://geodesic.mathdoc.fr/item/DANMA_2020_491_a17/