Some discussions on the local distribution classes
From MaRDI portal
Publication:383924
DOI10.1016/j.spl.2013.03.013zbMath1281.60013OpenAlexW2055617788MaRDI QIDQ383924
Wei Chen, Chang Jun Yu, Yue-bao Wang
Publication date: 6 December 2013
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2013.03.013
Related Items (5)
On the closure under infinitely divisible distribution roots ⋮ The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands ⋮ The uniform local asymptotics for a Lévy process and its overshoot and undershoot ⋮ On the almost decrease of a subexponential density ⋮ Embrechts-Goldie's problem on the class of lattice convolution equivalent distributions
Cites Work
- New examples of heavy-tailed O-subexponential distributions and related closure properties
- Random walks with non-convolution equivalent increments and their applications
- Second order subexponential distributions with finite mean and their applications to subordinated distributions
- The full solution of the convolution closure problem for convolution- equivalent distributions
- Lower limits and equivalences for convolution tails
- Large deviations for random walks under subexponentiality: The big-jump domain
- Ratio of the tail of an infinitely divisible distribution on the line to that of its Lévy measure
- Lower limits and upper limits for tails of random sums supported on \(\mathbb R\)
- Local precise large deviations for sums of random variables with \(O\)-regularly varying densities
- Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications
- On lower limits and equivalences for distribution tails of randomly stopped sums
- Ruin probability and local ruin probability in the random multi-delayed renewal risk model
- Degeneracy properties of subcritical branching processes
- Functions of probability measures
- Asymptotics for sums of random variables with local subexponential behaviour
- A local limit theorem for random walk maxima with heavy tails
- The closure of the convolution equivalent distribution class under convolution roots with applications to random sums
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
- Some new results on the subexponential class
- The Uniform Local Asymptotics of the Overshoot of a Random Walk with Heavy-Tailed Increments
- Local asymptotics of the cycle maximum of a heavy-tailed random walk
- On the non-closure under convolution of the subexponential family
- Asymptotic behavior of tail and local probabilities for sums of subexponential random variables
- Convolution equivalence and infinite divisibility
- Some asymptotic results for transient random walks
- Asymptotics for the moments of the overshoot and undershoot of a random walk
- The closure of a local subexponential distribution class under convolution roots, with applications to the compound Poisson process
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Some discussions on the local distribution classes