Second-order asymptotics for convolution of distributions with light tails
classification
🧮 math.PR
keywords
distributionssecond-orderasymptoticsconvolutiontailsasymptoticbehaviorbelonging
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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.
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