Lower limits and equivalences for convolution tails

Sergey Foss; Dmitry Korshunov

doi:10.1214/009117906000000647

Lower limits and equivalences for convolution tails

Probability 2017-11-29 v2

Authors: Sergey Foss , Dmitry Korshunov

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Abstract

Suppose $F$ is a distribution on the half-line $[0,\infty)$ . We study the limits of the ratios of tails $\bar{F*F}(x)/\bar{F}(x)$ as $x\to\infty$ . We also discuss the classes of distributions ${\mathcal{S}}$ , ${\mathcal{S}}(\gamma)$ and ${\mathcal{S}}^*$ .

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@article{arxiv.math/0510273,
  title  = {Lower limits and equivalences for convolution tails},
  author = {Sergey Foss and Dmitry Korshunov},
  journal= {arXiv preprint arXiv:math/0510273},
  year   = {2017}
}

Comments

Published at http://dx.doi.org/10.1214/009117906000000647 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)

Lower limits and equivalences for convolution tails

Abstract

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