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This article is cited in 3 scientific papers (total in 3 papers)
Sufficient conditions for the subexponential property of the convolution of two distributions
A. L. Yakymiv Steklov Mathematical Institute, Russian Academy of Sciences
Abstract:
Conditions on the distributions of two independent nonnegative random variables $X$ and $Y$ are given for the sum $X+Y$ to have a subexponential distribution, i.e.,
$(1-F^{(2*)}(t))/(1-F(t))\to2$ as $t\to+\infty$, where $F(t)=\mathsf P\{X+Y\le t\}$ and $F^{(2*)}(t)$ is the convolution of $F(t)$ with itself.
Received: 18.05.1994
Citation:
A. L. Yakymiv, “Sufficient conditions for the subexponential property of the convolution of two distributions”, Mat. Zametki, 58:5 (1995), 778–781; Math. Notes, 58:5 (1995), 1227–1230
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https://www.mathnet.ru/eng/mzm2095 https://www.mathnet.ru/eng/mzm/v58/i5/p778
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Abstract page: | 321 | Full-text PDF : | 105 | References: | 54 | First page: | 1 |
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