On the subexponential property of a class of random variables

DOI10.1023/A:1010272500825MaRDI QIDQ5951089zbMATH OpenFDO

Authors A. Baltrunas

Publication date 7 October 2002

Published in Mathematical Notes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/A:1010272500825

zbMATH Keywords

asymptotically semiadditive functionboundedly semiadditive functionsubexponential distributionsufficient conditions for the subexponential property

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

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• Some properties of subexponential distributions
• Subexponentiality of the product of independent random variables
• Sufficient conditions for the subexponential property of the convolution of two distributions
• On the constant in the definition of subexponential distributions
• Minimum of dependent random variables with convolution-equivalent distributions
• On a property of subexponential distributions and related classes
• scientific article; zbMATH DE number 4078359 (Why is no real title available?)
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