Semi-heavy tails

DOI10.1007/s10986-018-9417-0zbMath1407.26011OpenAlexW2901775251MaRDI QIDQ1728122

Rein Vesilo, Edward Omey, Stefan Van Gulck

Publication date: 22 February 2019

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/630154

zbMATH Keywords

subordinationregular variationasymptotic behaviourconvolutionssemi-heavy tail

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Rate of growth of functions, orders of infinity, slowly varying functions (26A12)

Related Items (7)

On extremal domains and codomains for convolution of distributions and fractional calculus ⋮ The estimation of parameters for the tapered Pareto distribution from incomplete data ⋮ Tempered stable autoregressive models ⋮ Unnamed Item ⋮ Regularly distributed randomly stopped sum, minimum, and maximum ⋮ Randomly stopped minima and maxima with exponential-type distributions ⋮ Heavy or semi-heavy tail, that is the question

Cites Work

• The generalized logarithmic series distribution
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• Subexponential distributions and characterizations of related classes
• Processes of normal inverse Gaussian type
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• Compound sums and subexponentiality
• On a transformation between distributions obeying the principle of a single big jump
• A generalized Lindley distribution
• An Introduction to Heavy-Tailed and Subexponential Distributions
• Applied Probability and Queues
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