Distributions that are both subexponential and in the domain of attraction of an extreme-value distribution-Reference-Cited by-同舟云学术

Distributions that are both subexponential and in the domain of attraction of an extreme-value distribution

Published:1988-12 Issue:4 Volume:20 Page:706-718
ISSN:0001-8678
Container-title:Advances in Applied Probability
language:en
Short-container-title:Advances in Applied Probability

Author:

Goldie Charles M.,Resnick Sidney

Abstract

When does a distribution F have the property of both being in the domain of attraction of exp {–e–x} and having a second convolution-power tail equivalent to the first: Sufficient conditions and examples are given.

Publisher

Cambridge University Press (CUP)

Subject

Applied Mathematics,Statistics and Probability

Reference35 articles.

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2. Subexponential distributions and integrated tails

3. Sgibnev M. S. (1986) Infinitely divisible distributions belonging to the class ℒ(γ). Contributed paper, 1st World Congress of the Bernoulli Soc., Tashkent, 1986; to appear, Sibirsk Mat. Zh.

4. Point processes, regular variation and weak convergence

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