Lower limits and equivalences for convolution tails

DOI10.1214/009117906000000647zbMATH Open1129.60014arXivmath/0510273OpenAlexW2090558425MaRDI QIDQ879260FDOQ879260

Authors: Sergey Foss, Dmitry Korshunov 

Publication date: 8 May 2007

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

Abstract: Suppose $F$ is a distribution on the half-line $[0,infty)$. We study the limits of the ratios of tails $$ as $xoinfty$. We also discuss the classes of distributions $mathcalS$, $mathcalS(gamma)$ and ${mathcalS}^{\ast }$.

Full work available at URL: https://arxiv.org/abs/math/0510273

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zbMATH Keywords

subexponential distributionconvolution equivalency

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Large deviations (60F10)

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Cited In (38)

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