The Wiener condition and the conjectures of Embrechts and Goldie

DOI10.1214/17-AOP1195zbMath1466.60026WikidataQ123244985 ScholiaQ123244985MaRDI QIDQ2421814

Toshiro Watanabe

Publication date: 18 June 2019

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aop/1556784018

zbMATH Keywords

convolution equivalencelocal subexponentialityconvolution rootsWiener condition

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05)

Related Items (7)

On the long tail property of product convolution ⋮ On the closure under infinitely divisible distribution roots ⋮ On a closure property of convolution equivalent class of distributions ⋮ Subexponential densities of compound Poisson sums and the supremum of a random walk ⋮ Two hypotheses on the exponential class in the class of \(O\)-subexponential infinitely divisible distributions ⋮ Some positive conclusions related to the Embrechts-Goldie conjecture ⋮ Embrechts-Goldie's problem on the class of lattice convolution equivalent distributions

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