A uniform asymptotic expansion for weighted sums of exponentials (Q643217)

Applying an extended version of the saddle point method, the authors derive a uniform asymptotic expansion for the distribution function of \[ Y_1 + 2^\alpha Y_2 + \cdots + n^\alpha Y_n, \] where \(\alpha \in R, Y_1, \ldots, Y_n\) are independent and exponentially distributed random variables with mean 1. Several special cases related to specific values of \(\alpha\) are considered and some numerical results about the asymptotic approximation are presented.