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))→2 as t→+∞, where F(t)=P{X+Y⩽t} and F(2∗)(t) is the convolution of F(t) with itself.
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
\Bibitem{Yak95}
\by A.~L.~Yakymiv
\paper Sufficient conditions for the subexponential property of the convolution of two distributions
\jour Mat. Zametki
\yr 1995
\vol 58
\issue 5
\pages 778--781
\mathnet{http://mi.mathnet.ru/mzm2095}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1378787}
\zmath{https://zbmath.org/?q=an:0861.60024}
\transl
\jour Math. Notes
\yr 1995
\vol 58
\issue 5
\pages 1227--1230
\crossref{https://doi.org/10.1007/BF02305007}
Linking options:
https://www.mathnet.ru/eng/mzm2095
https://www.mathnet.ru/eng/mzm/v58/i5/p778
This publication is cited in the following 3 articles:
Remigijus Leipus, Jonas Šiaulys, Dimitrios Konstantinides, SpringerBriefs in Statistics, Closure Properties for Heavy-Tailed and Related Distributions, 2023, 31
A. L. Yakymiv, “Explicit estimates for the asymptotics of subexponential infinitely divisible distribution functions”, Math. Notes, 67:2 (2000), 239–244
A. L. Yakymiv, “Some properties of subexponential distributions”, Math. Notes, 62:1 (1997), 116–121