Abstract: | We obtain an integro-local limit theorem for the sum S(n) = ξ(1)+?+ξ(n) of independent identically distributed random variables with distribution whose right tail varies regularly; i.e., it has the form P(ξ≥t) = t ?β L(t) with β > 2 and some slowly varying function L(t). The theorem describes the asymptotic behavior on the whole positive half-axis of the probabilities P(S(n) ∈ x, x + Δ)) as x → ∞ for a fixed Δ > 0; i.e., in the domain where the normal approximation applies, in the domain where S(n) is approximated by the distribution of its maximum term, as well as at the “junction” of these two domains. |