Second-order asymptotics for convolution of distributions with light tails
Probability
2015-05-22 v2
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.
Cite
@article{arxiv.1505.03768,
title = {Second-order asymptotics for convolution of distributions with light tails},
author = {Zuoxiang Peng and Xin Liao},
journal= {arXiv preprint arXiv:1505.03768},
year = {2015}
}
Comments
22 pages