On the structure of a class of distributions obeying the principle of a single big jump

zbMath1342.60016arXiv1406.2754MaRDI QIDQ5741263

Zhaolei Cui, Hui Xu, Yue-bao Wang, Michael K. R. Scheutzow

Publication date: 22 July 2016

Full work available at URL: https://arxiv.org/abs/1406.2754

zbMATH Keywords

integrated tail distributionprinciple of a single big jumpweak tail equivalencestrongly heavy-tailed distribution

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05)

Related Items (8)

On the long tail property of product convolution ⋮ Closure properties of \(O\)-exponential distributions ⋮ Convolution and convolution-root properties of long-tailed distributions ⋮ The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands ⋮ A necessary and sufficient condition for the subexponentiality of the product convolution ⋮ Randomly stopped minima and maxima with exponential-type distributions ⋮ Some positive conclusions related to the Embrechts-Goldie conjecture ⋮ On a transformation between distributions obeying the principle of a single big jump

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