The closure of a local subexponential distribution class under convolution roots, with applications to the compound Poisson process
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Publication:5476158
DOI10.1239/jap/1134587826zbMath1092.60007OpenAlexW2063193341MaRDI QIDQ5476158
Dong Ya Cheng, Yue-bao Wang, Kai Yong Wang
Publication date: 29 June 2006
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1134587826
Related Items (10)
Asymptotics for the moments of the overshoot and undershoot of a random walk ⋮ Random walks with non-convolution equivalent increments and their applications ⋮ Some discussions on the local distribution classes ⋮ Local asymptotics of a Markov modulated random walk with heavy-tailed increments ⋮ The closure of the convolution equivalent distribution class under convolution roots with applications to random sums ⋮ Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications ⋮ A local asymptotic behavior for ruin probability in the renewal risk model ⋮ The Uniform Local Asymptotics of the Overshoot of a Random Walk with Heavy-Tailed Increments ⋮ Equivalent conditions of asymptotics for the density of the supremum of a random walk in the Intermediate case ⋮ On the almost decrease of a subexponential density
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