Asymptotic expansion of densities of the maxima of sums of random variables. Large deviations

DOI10.1007/BF00970724zbMath0448.60022MaRDI QIDQ1146930

B. Krizhene

Publication date: 1980

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

asymptotic expansion of densitiesmaxima of sums of random variables

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Large deviations (60F10)

Related Items (1)

The Euler-Maclaurin formula for functions with singularities

Cites Work

• Local limit theorems for the probability of large deviations for the maximum of sums of independent random variables
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