Random convolution of inhomogeneous distributions with \(\mathcal {O} \)-exponential tail
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Publication:340814
DOI10.15559/16-VMSTA52zbMath1349.60010arXiv1604.01620MaRDI QIDQ340814
Jonas Šiaulys, Svetlana Danilenko, Simona Paškauskaitė
Publication date: 15 November 2016
Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1604.01620
heavy tailclosure propertyrandom sumexponential tail\(\mathcal{O} \)-exponential tailinhomogeneous distributionsrandom convolution
Convolution as an integral transform (44A35) Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)
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