Convolutions of long-tailed and subexponential distributions play a major role in the analysis of many stochastic systems. We study these convolutions, proving some important new results through a simple and coherent approach, and showing also that the standard properties of such convolutions follow as easy consequences.
|Number of pages||12|
|Journal||Journal of Applied Probability|
|Publication status||Published - 2009|
- Long-tailed distribution
- Subexponential distribution