Lower limits and equivalences for convolution tails

• 成果类型: Article
• 署名作者: Foss, Serguei; Korshunov, Dmitry
• 署名单位: Heriot Watt University
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/009117906000000647
• 发表日期: 2007
• 页码: 366-383
• 关键词: subexponential distributions

摘要

Suppose F is a distribution on the half-line [0, infinity). We study the limits of the ratios of tails F * F(x) vertical bar F(x) as x -> infinity. We also discuss the classes of distributions s, s(y) and s*.