The subexponentiality for two widely dependent random variables under the operations of minimum and maximum

MaRDI QIDQ4642857zbMATH OpenFDO

Authors Qingqing Liu, Cen Chen, Shijie Wang

Publication date 25 May 2018

zbMATH Keywords

dependence structurelong-tailed distributionmaximumminimumsubexponential distribution

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Order statistics; empirical distribution functions (62G30)

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(3)

• Some closure properties for subexponential distributions
• Subexponentiality of the product of dependent random variables
• Minimum of dependent random variables with convolution-equivalent distributions

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