Convolution equivalence and distributions of random sums

DOI10.1007/s00440-007-0109-7zbMath1146.60014OpenAlexW1987320828MaRDI QIDQ946482

Toshiro Watanabe

Publication date: 23 September 2008

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-007-0109-7

zbMATH Keywords

infinite divisibilityconvolution equivalencerandom sumsubexponentialityIIDo-subexponentiality

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50)

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