On sufficient conditions for subexponentiality

DOI10.1134/S1064562409050172MaRDI QIDQ1048544zbMATH OpenOpenAlexFDO

Authors Sergei Nagaev

Publication date 12 January 2010

Published in Doklady Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s1064562409050172

zbMATH Keywords

heavy-tailed distributionssubexponential distributions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Statistics of extreme values; tail inference (62G32) Characterization and structure theory of statistical distributions (62E10)

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Cites work

• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• scientific article; zbMATH DE number 3410334 (Why is no real title available?)
• Asymptotic Analysis of Random Walks

Cited in

(15)

• Hazard rates and subexponential distributions
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• Asymptotically correct bounds of geometric convolutions with subexponential components
• A sufficient condition and a necessary condition of a class of subexponential distribution functions
• Sufficient conditions for the subexponential property of the convolution of two distributions
• On the almost decrease of a subexponential density
• Some new results on the subexponential class
• The rate of convergence for subexponential distributions and densities
• Sublinear exaves
• The subexponentiality of products revisited
• On a property of subexponential distributions
• On subexponentiality of order statistics and a few other functions of random variables
• Distributions that are both subexponential and in the domain of attraction of an extreme-value distribution
• Subexponential distributions and integrated tails
• scientific article; zbMATH DE number 4026542 (Why is no real title available?)

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