On large deviations of a sum of independent random variables with rapidly decreasing distribution tails

DOI10.1134/S1064562420020210zbMath1474.60064OpenAlexW3043792793MaRDI QIDQ2243729

Leonid V. Rozovsky

Publication date: 11 November 2021

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562420020210

zbMATH Keywords

large deviationsindependent random variablesrapidly decreasing tails

Mathematics Subject Classification ID

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

Related Items (1)

Large Deviations of a Sum of Independent Random Variables with Distributions with Rapidly Decreasing Tails

Cites Work

• On the exact asymptotics for the stationary sojourn time distribution in a tandem of queues with light-tailed service times
• Convolution equivalence and distributions of random sums
• Convolution tails, product tails and domains of attraction
• Asymptotic Analysis of Random Walks
• Convolution equivalence and infinite divisibility
• Superlarge Deviations of a Sum of Independent Random Variables Having a Common Absolutely Continuous Distribution under the Cramer Condition
• Large deviations of sums of independent random variables
• Unnamed Item

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