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Asymptotic Expansion of the Distribution Density Function for the Sum of Random Variables in the Series Scheme in Large Deviation Zones
Authors:D. Deltuvienė  L. Saulis
Affiliation:D. Deltuvien"edot" and L. Saulis
Abstract:The work is designated for obtaining asymptotic expansions and determination of structures of the remainder terms that take into consideration large deviations both in the Cramer zone and Linnik power zones for the distribution density function of sums of independent random variables in a triangular array scheme. The result was obtained using general Lemma 6.1 of Saulis and Statuleviccaronius in Limit Theorems for Large Deviations (Kluwer, 1991) and joining the methods of characteristic functions and cumulants. The work extends the theory of sums of random variables and in a special case, improves S. A.Book's results on sums of random variables with weights.
Keywords:distribution density and characteristic function  cumulant  asymptotic expansion  large deviations
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