On convolution tails
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Publication:1165512
DOI10.1016/0304-4149(82)90013-8zbMath0487.60016OpenAlexW1999280495MaRDI QIDQ1165512
Charles M. Goldie, Paul Embrechts
Publication date: 1982
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(82)90013-8
Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05) Limit theorems in probability theory (60F99) Renewal theory (60K05)
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- On the tails of infinitely divisible distributions
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