Large deviations of a sum of independent random variables with distributions with rapidly decreasing tails
Teoriâ veroâtnostej i ee primeneniâ, Tome 67 (2022) no. 3, pp. 456-470 Cet article a éte moissonné depuis la source Math-Net.Ru

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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.
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L. V. Rozovskii. Large deviations of a sum of independent random variables with distributions with rapidly decreasing tails. Teoriâ veroâtnostej i ee primeneniâ, Tome 67 (2022) no. 3, pp. 456-470. http://geodesic.mathdoc.fr/item/TVP_2022_67_3_a2/

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