Closure of some heavy-tailed distribution classes under random convolution

DOI10.1007/s10986-012-9171-7zbMath1263.60012OpenAlexW2011420834MaRDI QIDQ1943758

Jonas Šiaulys, Remigijus Leipus

Publication date: 21 March 2013

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

Full work available at URL: https://doi.org/10.1007/s10986-012-9171-7

zbMATH Keywords

heavy tailsclosure of random convolution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (15)

Randomly stopped sums of not identically distributed heavy tailed random variables ⋮ On the long tail property of product convolution ⋮ Closure properties of \(O\)-exponential distributions ⋮ Random convolution of inhomogeneous distributions with \(\mathcal {O} \)-exponential tail ⋮ Randomly stopped sums with consistently varying distributions ⋮ Closure property of consistently varying random variables based on precise large deviation principles ⋮ On the random max-closure for heavy-tailed random variables ⋮ On asymptotic equivalence among the solutions of some defective renewal equations ⋮ On closure properties of heavy-tailed distributions for random sums ⋮ Convolution and convolution-root properties of long-tailed distributions ⋮ Randomly stopped maximum and maximum of sums with consistently varying distributions ⋮ A note on the tail behavior of randomly weighted and stopped dependent sums ⋮ Random convolution of O-exponential distributions ⋮ Randomly stopped sums with exponential-type distributions ⋮ Randomly stopped minima and maxima with exponential-type distributions

Cites Work

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• Second order asymptotic behaviour of subordinated sequences with longtailed subordinator
• A NOTE ON THE CLOSURE OF CONVOLUTION POWER MIXTURES (RANDOM SUMS) OF EXPONENTIAL DISTRIBUTIONS
• On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
• Second-Order Asymptotic Behavior of Subexponential Infinitely Divisible Distributions

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