Asymptotics in the symmetrization inequality

DOI10.1016/j.spl.2004.06.004zbMath1064.60029OpenAlexW2130055506MaRDI QIDQ1771438

J. L. Geluk

Publication date: 21 April 2005

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

Full work available at URL: https://repub.eur.nl/pub/1055/ei200344.pdf

zbMATH Keywords

convolutionsymmetrizationheavy tailssubexponentiality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Parametric inference (62F99)

Related Items (5)

Asymptotic behavior of product of two heavy-tailed dependent random variables ⋮ Tail behavior of sums and maxima of sums of dependent subexponential random variables ⋮ Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities ⋮ Tail behavior of negatively associated heavy-tailed sums ⋮ Asymptotic tail probabilities of sums of dependent subexponential random variables

Cites Work

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• The class of subexponential distributions
• Subexponential distributions and integrated tails
• On the non-closure under convolution of the subexponential family
• On the tails of waiting-time distributions
• Subexponentiality and infinite divisibility
• On the difference between the distribution function of the sum and the maximum of real random variables

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