### Abstract

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.

Original language | English |
---|---|

Pages (from-to) | 366-383 |

Number of pages | 18 |

Journal | Annals of Probability |

Volume | 35 |

Issue number | 1 |

DOIs | |

Publication status | Published - 2007 |

### Fingerprint

### Keywords

- Convolution equivalency
- Convolution tail
- Subexponential distribution

### Cite this

*Annals of Probability*,

*35*(1), 366-383. https://doi.org/10.1214/009117906000000647

}

*Annals of Probability*, vol. 35, no. 1, pp. 366-383. https://doi.org/10.1214/009117906000000647

**Lower limits and equivalences for convolution tails.** / Foss, Serguei; Korshunov, Dmitry.

Research output: Contribution to journal › Article

TY - JOUR

T1 - Lower limits and equivalences for convolution tails

AU - Foss, Serguei

AU - Korshunov, Dmitry

PY - 2007

Y1 - 2007

N2 - 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.

AB - 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.

KW - Convolution equivalency

KW - Convolution tail

KW - Subexponential distribution

UR - http://www.scopus.com/inward/record.url?scp=34548048451&partnerID=8YFLogxK

U2 - 10.1214/009117906000000647

DO - 10.1214/009117906000000647

M3 - Article

VL - 35

SP - 366

EP - 383

JO - Annals of Probability

JF - Annals of Probability

SN - 0091-1798

IS - 1

ER -