Subexponential distributions and dominated-variation tails
- 1 March 1978
- journal article
- research article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 15 (02) , 440-442
- https://doi.org/10.1017/s0021900200045721
Abstract
For a distribution functionFon (0,∞), regular variation of its tailis known to imply thatFis subexponential. Letbe merely of dominated variation. This note shows thatFneed not be subexponential, and investigates which of the known necessary conditions for subexponentiality become sufficient when insisted upon for such anF.Keywords
This publication has 4 references indexed in Scilit:
- Asymptotic behaviour of Wiener-Hopf factors of a random walkStochastic Processes and their Applications, 1977
- The Class of Subexponential DistributionsThe Annals of Probability, 1975
- On the tails of waiting-time distributionsJournal of Applied Probability, 1975
- Regularly increasing functions in connection with the theory of $L^{*φ}$-spacesStudia Mathematica, 1961