Geodesic
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

Voir la notice de l'article provenant de la source Math-Net.Ru

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. 
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/
@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},
     year = {2020},
     volume = {491},
     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
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
%U http://geodesic.mathdoc.fr/item/DANMA_2020_491_a17/
%G ru
%F DANMA_2020_491_a17

[1] Borovkov A.A., Asimptoticheskii analiz sluchainykh bluzhdanii. Bystro ubyvayuschie raspredeleniya priraschenii, Fizmatlit, M., 2013, 448 pp.

[2] Nagaev S.V., Ann. Probab., 7:5 (1979), 745–789 | DOI | MR | Zbl

[3] Cline D.B.H., Probability Theory and Related Fields, 72:4 (1986), 529–557 | DOI | MR | Zbl

[4] Rozovskii L.V., Teoriya veroyatn. i ee primen., 48:1 (2003), 78–103 | DOI | MR | Zbl

[5] Pakes A.G., J. Appl. Prob., 41 (2004), 407–424 | DOI | MR | Zbl

[6] Zakhari S., Foss S.G., Sib. mat. zhurn., 47:6 (2006), 1265–1274 | MR

[7] Foss S.G., Probl. peredachi inform., 43:4 (2007), 93–108 | MR | Zbl

[8] Watanabe T., Probab. Theory Relat. Fields, 142 (2008), 367–397 | DOI | MR | Zbl