Asympyotic expansions for infinite weighted convolutions of light subexponential distributions
Probability
2007-06-13 v1 Statistics Theory
Statistics Theory
Abstract
We establish some asymptotic expansions for infinite weighted convolutions of distributions having light subexponential tails. Examples are presented, some showing that in order to obtain an expansion with two significant terms, one needs to have a general way to calculate higher order expansions, due to possible cancellations of terms. An algebraic methodology is employed to obtain the results.
Keywords
Cite
@article{arxiv.math/0512141,
title = {Asympyotic expansions for infinite weighted convolutions of light subexponential distributions},
author = {Ph. Barbe and W. P. McCormick},
journal= {arXiv preprint arXiv:math/0512141},
year = {2007}
}
Comments
30 pages