Subexponential distributions
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The aim of the paper is to survey the properties and uses of subexponential probability distributions, as a special class of heavy-tailed distributions used in insurance applications, queueing modelling, and branching processes. The authors provide a detailed presentation of the basic results and discuss subexponentiality in various contexts that include extremes, random walks and Lévy processes with negative drift, as well as sums of random variables (random sums, weighted sums, and moving averages). For the entire collection see [Zbl 0901.00010].
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