Lower limits and equivalences for convolution tails

Serguei Foss; Dmitry Korshunov

doi:10.1214/009117906000000647

Lower limits and equivalences for convolution tails

Serguei Foss
, Dmitry Korshunov

Research output: Contribution to journal › Article › peer-review

41 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 language	English
Pages (from-to)	366-383
Number of pages	18
Journal	Annals of Probability
Volume	35
Issue number	1
DOIs	https://doi.org/10.1214/009117906000000647
Publication status	Published - 2007

Keywords

Convolution equivalency
Convolution tail
Subexponential distribution

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10.1214/009117906000000647

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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 \&*. {\textcopyright} Institute of Mathematical Statistics, 2007.",

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KW - Convolution tail

KW - Subexponential distribution

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DO - 10.1214/009117906000000647

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VL - 35

SP - 366

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JO - Annals of Probability

JF - Annals of Probability

IS - 1

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Lower limits and equivalences for convolution tails

Abstract

Keywords

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