Subexponential distribution functions-Reference-Cited by-同舟云学术

Subexponential distribution functions

Published:1980-05 Issue:3 Volume:29 Page:337-347
ISSN:0263-6115
Container-title:Journal of the Australian Mathematical Society. Series A. Pure Mathematics and Statistics
language:en
Short-container-title:J Aust Math Soc A

Author:

Pitman E. J. G.

Abstract

AbstractA distribution function (F on [0,∞) belongs to the subexponential class if and only if 1−F(2) (x) ~ 2(1−F(x)), as x→ ∞. For an important class of distribution functions, a simple, necessary and sufficient condition for membership of is given. A comparison theorem for membership of and also some closure properties of are obtained.1980 Mathematics subject classification (Amer. Math. Soe.): primary 60 E 05; secondary 60 J 80.

Publisher

Cambridge University Press (CUP)

Subject

General Mathematics,Statistics and Probability

Reference5 articles.

1. A Theorem on Sums of Independent Positive Random Variables and Its Applications to Branching Random Processes

2. On the tails of waiting-time distributions

3. Degeneracy Properties of Subcritical Branching Processes

4. Branching Processes

5. The Class of Subexponential Distributions

Cited by 106 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A new shape of extremal clusters for certain stationary semi-exponential processes with moderate long range dependence;Bernoulli;2024-05-01

2. On the convolution equivalence of tempered stable distributions on the real line;Statistics & Probability Letters;2024-04

3. Closure Properties Under Tail-Equivalence, Convolution, Finite Mixing, Maximum, and Minimum;Closure Properties for Heavy-Tailed and Related Distributions;2023

4. Heavy-Tailed and Related Classes of Distributions;Closure Properties for Heavy-Tailed and Related Distributions;2023

5. Asymptotics;Springer Actuarial;2023