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arXiv · 1505.03768

Second-order asymptotics for convolution of distributions with light tails

Zuoxiang Peng·Xin Liao
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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.

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Zuoxiang Peng, Xin Liao. 2015-05-21. Second-order asymptotics for convolution of distributions with light tails. https://arxiv.org/abs/1505.03768

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