Lower limits and equivalences for convolution tails
Foss, Serguei ; Korshunov, Dmitry
Ann. Probab., Tome 35 (2007) no. 1, p. 366-383 / Harvested from Project Euclid
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Suppose F is a distribution on the half-line [0,∞). We study the limits of the ratios of tails $\overline{F*F}(x)/\widebar F(x)$ as x→∞. We also discuss the classes of distributions ${\mathcal{S}}$ , ${\mathcal{S}}(\gamma)$ and ${\mathcal{S}}^{*}$ .
Publié le : 2007-01-14
Classification:  Convolution tail,  convolution equivalency,  subexponential distribution,  60E05,  60F10 
@article{1174324133,
     author = {Foss, Serguei and Korshunov, Dmitry},
     title = {Lower limits and equivalences for convolution tails},
     journal = {Ann. Probab.},
     volume = {35},
     number = {1},
     year = {2007},
     pages = { 366-383},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1174324133}
}

Foss, Serguei; Korshunov, Dmitry. Lower limits and equivalences for convolution tails. Ann. Probab., Tome 35 (2007) no. 1, pp.  366-383. http://gdmltest.u-ga.fr/item/1174324133/