Suppose F is a distribution on the half-line [0, 8). We study the limits of the ratios of tails F * F¯(x)/F¯(x) as x ? 8. We also discuss the classes of distributions &, &(?) and &*. © Institute of Mathematical Statistics, 2007.
|Number of pages||18|
|Journal||Annals of Probability|
|Publication status||Published - 2007|
- Convolution equivalency
- Convolution tail
- Subexponential distribution