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Two hypotheses on the exponential class in the class of $O$-subexponential infinitely divisible distributions

Probability 2019-12-19 v1

Abstract

Two hypotheses on the class L(γ)\mathcal{L}(\gamma) in the class OSID\mathcal{OS}\cap \mathcal{ID} are discussed. Two weak hypotheses on the class L(γ)\mathcal{L}(\gamma) in the class OSID\mathcal{OS}\cap \mathcal{ID} are proved. A necessary and sufficient condition in order that, for every t>0t >0, the tt-th convolution power of a distribution in the class OSID\mathcal{OS}\cap \mathcal{ID} belongs to the class L(γ)\mathcal{L}(\gamma) is given.

Keywords

Cite

@article{arxiv.1912.08363,
  title  = {Two hypotheses on the exponential class in the class of $O$-subexponential infinitely divisible distributions},
  author = {Toshiro Watanabe},
  journal= {arXiv preprint arXiv:1912.08363},
  year   = {2019}
}

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19 pages