Closure properties of O-exponential distributions

DOI10.1016/J.SPL.2018.04.012MaRDI QIDQ1644185zbMATH OpenOpenAlexWikidataFDO

Authors Svetlana Danilenko, Jonas Šiaulys, Gediminas Stepanauskas

Publication date 21 June 2018

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2018.04.012

zbMATH Keywords

\(O\)-exponential distributionclosure propertyexponential distributionrandomly stopped maximumrandomly stopped sumreal-valued random variable

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Large deviations (60F10) Sums of independent random variables; random walks (60G50)

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Cites work

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Cited in

(9)

• Regularly distributed randomly stopped sum, minimum, and maximum
• Random convolution of inhomogeneous distributions with \(\mathcal {O} \)-exponential tail
• Randomly stopped \(k\)th order statistics
• Random convolution of \(\mathcal{O}\)-exponential distributions
• Randomly stopped sums with exponential-type distributions
• Randomly stopped minima and maxima with exponential-type distributions
• scientific article; zbMATH DE number 279302 (Why is no real title available?)
• Properties of the random effect transformation
• Positively decreasing and related distributions under dependence

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