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On Large Deviations of a Sum of Independent Random Variables with Rapidly Decreasing Distribution Tails

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Abstract

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.

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Funding

This work was supported by the Russian Foundation for Basic Research, project no. 19-01-00356.

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Authors and Affiliations

  1. St. Petersburg State Chemical and Pharmaceutical University, St. Petersburg, Russia

    L. V. Rozovsky

Authors
  1. L. V. Rozovsky
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Correspondence to L. V. Rozovsky.

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Translated by I. Ruzanova

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Rozovsky, L.V. On Large Deviations of a Sum of Independent Random Variables with Rapidly Decreasing Distribution Tails. Dokl. Math. 101, 150–153 (2020). https://doi.org/10.1134/S1064562420020210

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  • DOI: https://doi.org/10.1134/S1064562420020210

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