Convolutions of Distributions With Exponential and Subexponential Tails
- 1 August 1987
- journal article
- research article
- Published by Cambridge University Press (CUP) in Journal of the Australian Mathematical Society. Series A. Pure Mathematics and Statistics
- Vol. 43 (3) , 347-365
- https://doi.org/10.1017/s1446788700029633
Abstract
Distribution tails F(t) = F(t, ∞) are considered for which and as t → ∞. A real analytic proof is obtained of a theorem by Chover, Wainger and Ney, namely that .In doing so, a technique is introduced which provides many other results with a minimum of analysis. One such result strengthens and generalizes the various known results on distribution tails of random sums.Additionally, the closure and factorization properties for subexponential distributions are investigated further and extended to distributions with exponential tails.Keywords
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