Asymptotic expansion of the distribution density function for the sum of random variables in the series scheme in large deviation zones

DOI10.1023/A:1025783905023zbMath1030.60022OpenAlexW270158674MaRDI QIDQ1415860

Dovilė Deltuvienė, Leonas Saulis

Publication date: 9 December 2003

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1025783905023

zbMATH Keywords

asymptotic expansionlarge deviationscumulantdistribution density and characteristic function

Mathematics Subject Classification ID

Large deviations (60F10)

Related Items (3)

Asymptotic expansion for the distribution density function of the compound Poisson process in large deviations ⋮ Large deviations for infinite weighted sums of stretched exponential random variables ⋮ Higher order asymptotics for large deviations – Part I

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