Infinite divisibility and generalized subexponentiality (Q2565929)

The authors study O-subexponential distributions. A one-sided distribution \(\mu\) is O-subexponen\-tial if \[ \limsup_{x\to\infty}(\mu\ast\mu)(x,\infty)/\mu(x,\infty)<\infty. \] O-subex\-po\-nen\-tial distributions are not closed under convolution roots. Criteria for O-subexpo\-nentiality are given in terms of distribution's Lévy measure. In semi-stable case, upper and lower limits of the ratio of the tails of the distribution and its Lévy measure are determined.