首页 | 本学科首页   官方微博 | 高级检索  
     检索      


An integro-local theorem applicable on the whole half-axis to the sums of random variables with regularly varying distributions
Authors:A A Mogul’skii
Institution:(1) Sobolev Institute of Mathematics, Novosibirsk, Russia
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(ξt) = t 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.
Keywords:regularly varying distribution  integro-local theorem  integral theorem  theorem applicable on the whole half-axis  function of deviations  large deviations  domain of normal approximation  domain of maximum term approximation
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号