On a transformation between distributions obeying the principle of a single big jump

DOI10.1016/j.jmaa.2015.05.011zbMath1351.60016arXiv1411.1625OpenAlexW2964047977MaRDI QIDQ2352853

Hui Xu, Yue-bao Wang, Michael K. R. Scheutzow

Publication date: 6 July 2015

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

Full work available at URL: https://arxiv.org/abs/1411.1625

zbMATH Keywords

transformationconvolution equivalent distributionprinciple of a single big jumplight-tailed distributionweak tail equivalence

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Related Items (7)

On the long tail property of product convolution ⋮ On the closure under infinitely divisible distribution roots ⋮ Closure properties of \(O\)-exponential distributions ⋮ The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands ⋮ Semi-heavy tails ⋮ Randomly stopped minima and maxima with exponential-type distributions ⋮ Some positive conclusions related to the Embrechts-Goldie conjecture

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