On asymptotic behavior of the convolution of distributions with regularly exponentially decreasing tails (Q2246221): Difference between revisions
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Revision as of 19:45, 19 March 2024
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English | On asymptotic behavior of the convolution of distributions with regularly exponentially decreasing tails |
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On asymptotic behavior of the convolution of distributions with regularly exponentially decreasing tails (English)
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16 November 2021
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The author studies the asymptotic behavior of distributions and densities of the sum of independent random variables assuming that their distributions decrease exponentially at infinity. More precisely, let $X_j, j=1,2,\dots$ be independent random variables with distribution functions $F_j(.)$, and let $\bar{F}_j(.)=1-F_j(.)$, and $Q_n(x)=P(X_1+\dots+X_n\geq x), n=1,2,\dots$. The author investigates the asymptotic behavior of the probability $Q_n(x)$ and its local version as $x\to\infty$ in the case , $\bar{F}_j(t)=e^{-\lambda_jt}l_j(t)$, where $\lambda_j$ are positive numbers and the functions $l_j(t), 1\leq j\leq n$, are regularly varying at infinity with some exponents $\rho_j$.
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asymptotic behavior of distributions
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