On the Accuracy of Approximation of Distributions of Sums of Independent Random Variables—Which are Nonzero with a Small Probability—By Means of Accompanying Laws

DOI10.1137/1128065zbMath0544.60036OpenAlexW2159421102MaRDI QIDQ3333800

Andrei Yu. Zaitsev

Publication date: 1984

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1128065

zbMATH Keywords

product of distribution functions

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05) Large deviations (60F10)

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