Second-order asymptotics for convolution of distributions with light tails
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.
- Publication:
-
arXiv e-prints
- Pub Date:
- May 2015
- DOI:
- 10.48550/arXiv.1505.03768
- arXiv:
- arXiv:1505.03768
- Bibcode:
- 2015arXiv150503768P
- Keywords:
-
- Mathematics - Probability;
- Primary 62E20;
- 60G50;
- Secondary 60F15;
- 60F05
- E-Print:
- 22 pages