Lower limits and equivalences for convolution tails
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Publication:879260
DOI10.1214/009117906000000647zbMath1129.60014arXivmath/0510273OpenAlexW2090558425MaRDI QIDQ879260
Sergeĭ Georgievich Foss, Dmitrii Korshunov
Publication date: 8 May 2007
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0510273
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Cites Work
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- Tail asymptotics for the supremum of a random walk when the mean is not finite
- On convolution tails
- Limits of ratios of tails of measures
- The class of subexponential distributions
- Degeneracy properties of subcritical branching processes
- Functions of probability measures
- Strongly subexponential distributions and Banach algebras of measures
- On the Constant in the Definition of Subexponential Distributions
- Subexponential distributions and integrated tails
- Convolution equivalence and infinite divisibility
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