On the long tail property of product convolution

DOI10.1007/s10986-020-09482-wzbMath1468.60019arXiv1901.01399OpenAlexW3025284783MaRDI QIDQ829815

Zhaolei Cui, Yue-bao Wang

Publication date: 6 May 2021

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

Full work available at URL: https://arxiv.org/abs/1901.01399

zbMATH Keywords

exponential distributiongeneralized long-tailed distributionlong tail propertyproduct convolution

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 (2)

A note on product-convolution for generalized subexponential distributions ⋮ On the distribution-tail behaviour of the product of normal random variables

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