On a closure property of convolution equivalent class of distributions

DOI10.1016/j.jmaa.2020.124226zbMath1473.60035OpenAlexW3024246182MaRDI QIDQ2190030

Remigijus Leipus, Jonas Šiaulys

Publication date: 17 June 2020

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2020.124226

zbMATH Keywords

convolution closuremax-sum equivalenceconvolution equivalent distributions

Mathematics Subject Classification ID

Convolution as an integral transform (44A35) Probability distributions: general theory (60E05)

Related Items (2)

On the non-closure under convolution for strong subexponential distributions ⋮ Asymptotic results on tail moment for light-tailed risks

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