Asymptotic expansion of the distribution function of a random variable with regular behavior of cumulants (Q1925176): Difference between revisions

Let \(\xi\) be a random variable such that \(E \xi = 0\) and \(E \xi^2 = 1\). Let \(\varphi_\xi (z)=E \exp (z\xi)\) denote the moment generating function of \(\xi\) and let \(\Gamma_k (\xi)\) be its \(k\) th-order cumulant. Assume that there exist constants \(\gamma \geq 0\) and \(\Delta > 0\) such that \(|\Gamma_k (\xi) |\leq (k!)^{1+ \gamma}/ \Delta^{k-2}\), \(k=3,4, \dots\). The author presents an expansion of the distribution function of the random variable \(\xi\).