|
This article is cited in 6 scientific papers (total in 6 papers)
Some properties of subexponential distributions
A. L. Yakymiv Steklov Mathematical Institute, Russian Academy of Sciences
Abstract:
The nonnegative random variable $X$ is said to have a subexponential distribution if we have $\bigl(1-G(t)\bigr)\big/\bigl(1-F(t)\bigr)\to2$ as $t\to\infty$, where $F(t)=\mathsf P\{X\le t\}$ and $G(t)$ is the convolution of $F(t)$ with itself. Conditions on the distribution of independent nonnegative random variables $X$ and $Y$ such that $\max(X,Y)$ and $\min(X,Y)$ have a subexponential distribution are given.
Received: 02.11.1995
Citation:
A. L. Yakymiv, “Some properties of subexponential distributions”, Mat. Zametki, 62:1 (1997), 138–144; Math. Notes, 62:1 (1997), 116–121
Linking options:
https://www.mathnet.ru/eng/mzm1597https://doi.org/10.4213/mzm1597 https://www.mathnet.ru/eng/mzm/v62/i1/p138
|
| Statistics & downloads: |
| Abstract page: | 595 | | Full-text PDF : | 300 | | References: | 80 | | First page: | 1 |
|