Random convolution of inhomogeneous distributions with \(\mathcal {O} \)-exponential tail

DOI10.15559/16-VMSTA52zbMath1349.60010arXiv1604.01620MaRDI QIDQ340814

Jonas Šiaulys, Svetlana Danilenko, Simona Paškauskaitė

Publication date: 15 November 2016

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.01620

zbMATH Keywords

heavy tailclosure propertyrandom sumexponential tail\(\mathcal{O} \)-exponential tailinhomogeneous distributionsrandom convolution

Mathematics Subject Classification ID

Convolution as an integral transform (44A35) Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items

Closure properties of \(O\)-exponential distributions, Randomly stopped sums with consistently varying distributions, Closure property of consistently varying random variables based on precise large deviation principles, Randomly stopped maximum and maximum of sums with consistently varying distributions, Randomly stopped sums with exponential-type distributions, Randomly stopped minima and maxima with exponential-type distributions

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