Closure of some heavy-tailed distribution classes under random convolution*
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s10986-012-9171-7.pdf
Reference6 articles.
1. J.M.P. Albin, A note on the closure of convolution power mixtures (random sums) of exponential distributions, J. Aust. Math. Soc., 84:1–7, 2008.
2. A. Baltrūnas and J. Šiaulys, Second order asymptotic behaviour of subordinated sequences with longtailed subordinator, J. Math. Anal. Appl., 332:22–31, 2007.
3. A. Baltrūnas and A.L. Yakimyv, Second-order asymptotic behavior of subexponential infinitely divisible distributions, Teor. Veroyatn. Primen., 48(4):793–800, 2003 (in Russian). English transl.: Theory Probab. Appl., 48(4):703–710, 2004.
4. N.H. Bingham, C.M. Goldie, and J.L. Teugels, Regular Variation, Cambridge Univ. Press, Cambridge, 1987.
5. J. Cai and Q. Tang, On max-type equivalence and convolution closure of heavy-tailed distributions and their applications, J. Appl. Probab., 41:117–130, 2004.
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