Local limit theorems for smoothed Bernoulli and other convolutions

2019/01/10 by Sergey G. Bobkov, Bobkov, Sergey G., Arnaud Marsiglietti +1
Decision Sciences · Economics, Econometrics and Finance · #Probability and Risk Models #Financial Risk and Volatility Modeling #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.1901.02984

Abstract

We explore an asymptotic behavior of densities of sums of independent random variables that are convoluted with a small continuous noise.

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