Abstract
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.
| Original language | English |
|---|---|
| Pages (from-to) | 756-767 |
| Number of pages | 12 |
| Journal | Journal of Applied Probability |
| Volume | 46 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - 2009 |
Keywords
- Long-tailed distribution
- Subexponential distribution