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Sufficient conditions for the subexponential property of the convolution of two distributions

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Abstract

Conditions on the distributions of two independent nonnegative random variablesX andY are given for the sumX+Y to have a subexponential distribution, i.e., (1−F (2*)(t))/(1−F(t)) → 2 ast → +∞, whereF(t)=P{X+Y≤t} andF (2*)(t) is the convolution ofF(t) with itself.

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Authors and Affiliations

  1. Steklov Mathematics Institute, Russian Academy of Sciences, USSR

    A. L. Yakymiv

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  1. A. L. Yakymiv
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Translated fromMatematicheskie Zametki, Vol. 58, No. 5, pp. 778–781, November, 1995.

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Yakymiv, A.L. Sufficient conditions for the subexponential property of the convolution of two distributions. Math Notes 58, 1227–1230 (1995). https://doi.org/10.1007/BF02305007

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  • DOI: https://doi.org/10.1007/BF02305007

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