Banach algebras of measures on the real line with a given asymptotics of distributions at infinity

DOI10.1007/BF02679764zbMATH Open0936.46021MaRDI QIDQ1963376FDOQ1963376

Authors: B. A. Rogozin, M. S. Sgibnev 

Publication date: 31 January 2000

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

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zbMATH Keywords

convolutionBanach algebra of measuresunbounded probability distribution

Mathematics Subject Classification ID

Spaces of measures (46E27) Distribution theory (60E99) General theory of topological algebras (46H05)

Cites Work

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• Banach algebras of measures on the line
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• Degeneracy properties of subcritical branching processes
• Functions of probability measures
• Banach algebra methods in renewal theory
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• Large-Deviation Probabilities for One-Dimensional Markov ChainsPart 1: Stationary Distributions

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• On the exact asymptotic behaviour of the distribution of the supremum in the ``critical case
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• Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities
• ASYMPTOTICS FOR A DISCRETE-TIME RISK MODEL WITH THE EMPHASIS ON FINANCIAL RISK
• Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
• Strongly subexponential distributions and Banach algebras of measures
• Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
• Banach algebras of measures of class S(\(\gamma\) )
• On the Maximum Exceedance of a Sequence of Random Variables Over a Renewal Threshold
• On convolution equivalence with applications

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