Second-order asymptotics for convolution of distributions with light tails

descriptionPublicationkeyboard_double_arrow_right Article , Preprint 01 Nov 2015Embargo end date: 01 Jan 2015 English Publisher:Elsevier BVJournal:Statistics & Probability Letters, volume 106, pages 199-208 (issn: 0167-7152,

Copyright policy )

Authors: Peng, Zuoxiang; Liao, Xin;

doi: 10.1016/j.spl.2015.07.027 , 10.48550/arxiv.1505.03768

arXiv: 1505.03768

Second-order asymptotics for convolution of distributions with light tails

- Summary
- Subjects
- Metrics

Abstract

In this paper, asymptotic behavior of convolution of distributions belonging to two subclasses of distributions with exponential tails are considered, respectively. The precise second-order tail asymptotics of the convolutions are derived under the condition of second-order regular variation.

22 pages

Related Organizations

Southeast University
China (People's Republic of)
Southwest University
China (People's Republic of)
Southwest Univesity
China (People's Republic of)
University of Shanghai for Science and Technology
China (People's Republic of)

Keywords

Strong limit theorems, Sums of independent random variables; random walks, second-order regular variation, Asymptotic distribution theory in statistics, Probability (math.PR), Central limit and other weak theorems, Primary 62E20, 60G50, Secondary 60F15, 60F05, second-order approximation, light tail, FOS: Mathematics, convolution, Mathematics - Probability

Impact byBIP!

	selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	0
	popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.	Average
	influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	Average
	impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.	Average