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arXiv:1505.03768 [math.PR]AbstractReferencesReviewsResources

Second-order asymptotics for convolution of distributions with exponential tails

Zuoxiang Peng, Xin Liao

Published 2015-05-14Version 1

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.

Comments: 22 pages
Categories: math.PR
Subjects: 62E20, 60G50, 60F15, 60F05
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