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Superlarge deviation probabilities for sums of independent lattice random variables with exponential decreasing tails

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  • Rozovsky, Leonid

Abstract

In the note we study large and superlarge deviation probabilities of sum of i.i.d. lattice random variables, whose distribution function has an exponentially decreasing tail at infinity.

Suggested Citation

  • Rozovsky, Leonid, 2012. "Superlarge deviation probabilities for sums of independent lattice random variables with exponential decreasing tails," Statistics & Probability Letters, Elsevier, vol. 82(1), pages 72-76.
    • Handle: RePEc:eee:stapro:v:82:y:2012:i:1:p:72-76
    DOI: 10.1016/j.spl.2011.09.006
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