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On the almost decrease of a subexponential density

  • Published:2019-10 Issue: Volume:153 Page:71-79
  • ISSN:0167-7152
  • Container-title:Statistics & Probability Letters
  • language:en
  • Short-container-title:Statistics & Probability Letters

Author:

Jiang Tao,Wang Yuebao,Cui Zhaolei,Chen Yuxin

Funder

National Science Foundation of China

Academic Education of Zhejiang

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference32 articles.

1. Asymptotics for sums of random variables with local subexponential behavior;Asmussen;J. Theor. Probab.,2003

2. A local limit theorem for random walk maxima with heavy tails;Asmussen;Statist. Probab. Lett.,2002

3. Regular Variation;Bingham,1987

4. Asymptotic Analysis of Random Walks;Borovkov,2008

5. The uniform local asymptotics of the overshoot of a random walk with heavy-tailed increments;Chen;Stoch. Models,2009

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

2. Local Closure under Infinitely Divisible Distribution Roots and Esscher Transform;Mathematics;2022-11-05

3. Subexponential Densities of Infinitely Divisible Distributions on the Half-Line;Lithuanian Mathematical Journal;2020-09-17

4. SECOND ORDER SUBEXPONENTIALITY AND INFINITE DIVISIBILITY;Journal of the Australian Mathematical Society;2020-06-22

5. On the long tail property of product convolution;Lithuanian Mathematical Journal;2020-05-16
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