Take any distribution function F(x) where the n-fold convolution F_n(x) is unknown or difficult to calculate. Here(adsbygoogle = window.adsbygoogle || []).push({});

[tex]F_{k+1}(x) = \int_{-\infty}^{\infty}F_k(x-t)dF(t).[/tex]

Are there any good techniques for estimating bounds on F_n(x), given F(x) ?

Suppose the distribution does not have finite moments?

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# Bounds on distribution of sum

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