{ "id": "1505.03768", "version": "v1", "published": "2015-05-14T15:54:02.000Z", "updated": "2015-05-14T15:54:02.000Z", "title": "Second-order asymptotics for convolution of distributions with exponential tails", "authors": [ "Zuoxiang Peng", "Xin Liao" ], "comment": "22 pages", "categories": [ "math.PR" ], "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.", "revisions": [ { "version": "v1", "updated": "2015-05-14T15:54:02.000Z" } ], "analyses": { "subjects": [ "62E20", "60G50", "60F15", "60F05" ], "keywords": [ "exponential tails", "second-order asymptotics", "distributions", "convolution", "precise second-order tail asymptotics" ], "note": { "typesetting": "TeX", "pages": 22, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2015arXiv150503768P" } } }