Random convolution of O-exponential distributions

DOI10.15388/NA.2015.3.9zbMath1420.60015MaRDI QIDQ4968026

Svetlana Danilenko, Jonas Šiaulys

Publication date: 12 July 2019

Published in: Nonlinear Analysis: Modelling and Control (Search for Journal in Brave)

zbMATH Keywords

closure propertyrandom sumlong tail\(\mathcal{O}\)-exponential distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Related Items (4)

Closure properties of \(O\)-exponential distributions ⋮ Random convolution of inhomogeneous distributions with \(\mathcal {O} \)-exponential tail ⋮ Randomly stopped sums with exponential-type distributions ⋮ Randomly stopped minima and maxima with exponential-type distributions

Cites Work

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• Ratio of the tail of an infinitely divisible distribution on the line to that of its Lévy measure
• Closure of some heavy-tailed distribution classes under random convolution
• Infinite divisibility and generalized subexponentiality
• A NOTE ON THE CLOSURE OF CONVOLUTION POWER MIXTURES (RANDOM SUMS) OF EXPONENTIAL DISTRIBUTIONS

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