English

On the almost decrease of a subexponential density

Probability 2018-08-21 v1

Abstract

For a subexponential density, so far, there has been no positive conclusion or counter example to show whether it is almost decreasing. In this paper, a subexponential density supported on R+{0}\mathbb{R}^+\cup\{0\} without the almost decrease is constructed by a little skillful method. The density is a positive piecewise linear function with a more normal shape. Correspondingly, there exists a local subexponential distribution which is not locally almost decreasing. Based on an example of Cline \cite{C1986}, some similar results are also obtained for the long-tailed density excluding the subexponential density and the local long-tailed distribution excluding the local subexponential distribution. Finally, the paper shows that, for the local subexponentiality of a distribution supported on R\mathbb{R}, the local almost decreasing condition is necessary in some sense.

Keywords

Cite

@article{arxiv.1808.06433,
  title  = {On the almost decrease of a subexponential density},
  author = {Tao Jiang and Yuebao Wang and Zhaolei Cui},
  journal= {arXiv preprint arXiv:1808.06433},
  year   = {2018}
}
R2 v1 2026-06-23T03:38:18.213Z