Lower limits and equivalences for convolution tails

Serguei Foss, Dmitry Korshunov

Research output: Contribution to journalArticle

32 Citations (Scopus)

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 languageEnglish
Pages (from-to)366-383
Number of pages18
JournalAnnals of Probability
Volume35
Issue number1
DOIs
Publication statusPublished - 2007

Keywords

  • Convolution equivalency
  • Convolution tail
  • Subexponential distribution

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