Asymptotics for sums of random variables with local subexponential behaviour

Sören Asmussen, Serguei Foss and Dmitry Korshunov

Centre for Mathematical Sciences
Mathematical Statistics
Lund Institute of Technology,
Lund University,
2002

ISSN 1403-9338

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Abstract:

Key words:

sums of independent random variables, subexponential distributions, distribution tails, local probabilities