The closure of the convolution equivalent distribution class under convolution roots with applications to random sums

DOI10.1016/j.spl.2009.11.024zbMath1184.60004OpenAlexW1976452850MaRDI QIDQ2267629

Yang Yang, Yue-bao Wang, Chang Jun Yu

Publication date: 1 March 2010

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

Full work available at URL: https://doi.org/10.1016/j.spl.2009.11.024

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Limit theorems in probability theory (60F99)

Related Items

Random walks with non-convolution equivalent increments and their applications ⋮ Some discussions on the local distribution classes ⋮ Convolution and convolution-root properties of long-tailed distributions ⋮ Asymptotics for the tail probability of random sums with a heavy-tailed random number and extended negatively dependent summands ⋮ Lower limits and upper limits for tails of random sums supported on \(\mathbb R\) ⋮ Tail behavior of the sums of dependent and heavy-tailed random variables ⋮ Local probabilities of randomly stopped sums of power-law lattice random variables ⋮ Some positive conclusions related to the Embrechts-Goldie conjecture ⋮ On the almost decrease of a subexponential density

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