相关论文: On closedness under convolution roots related to a…

We obtain a number of new general properties, related to the closedness of the class of long-tailed distributions under convolutions, that are of interest themselves and may be applied in many models that deal with "plus" and/or "max"…

In this paper, we give some conditions, under which, if an infinitely divisible distribution supported on $[0,\infty)$ belongs to the intersection of exponential distribution class $\mathcal{L}(\gamma)$ for some $\gamma\ge0$ and generalised…

It is shown that the class of convolution equivalent distributions and the class of locally subexponential distributions are not closed under convolution roots. Moreover, two sufficient conditions for the closure under convolution roots of…

Two hypotheses on the class $\mathcal{L}(\gamma)$ in the class $\mathcal{OS}\cap \mathcal{ID}$ are discussed. Two weak hypotheses on the class $\mathcal{L}(\gamma)$ in the class $\mathcal{OS}\cap \mathcal{ID}$ are proved. A necessary and…

This paper is organized in three parts closely related to closure properties of heavy-tailed distributions and heavy-tailed random vectors. In the first part we consider two random variables X and Y with distributions F and G respectively.…

Beck et al. (2013) introduced a new distribution class J which contains many heavy-tailed and light-tailed distributions obeying the principle of a single big jump. Using a simple transformation which maps heavy-tailed distributions to…

We show the equivalence of three properties for an infinitely divisible distribution: the subexponentiality of the density, the subexponentiality of the density of its L\'evy measure and the tail equivalence between the density and its…

In this paper, according to a certain criterion, we divide the exponential distribution class into three subclasses. One of them is closely related to the regular-variation-tailed distribution class, so it is called the…

In this paper we introduce and study several multivariate, heavy-tailed distribution classes, and we explore their closure properties and their applications. We consider the class of multivariate, positively decreasing distributions, and…

We introduce a new class of multivariate heavy-tailed distributions that are convolutions of heterogeneous multivariate t-distributions. Unlike commonly used heavy-tailed distributions, the multivariate convolution-t distributions embody…

We consider a new approach in the definition of two-dimensional heavy-tailed distributions. Namely, we introduce the classes of two-dimensional long-tailed, of twodimensional dominatedly varying and of two-dimensional consistently varying…

We develop the theory of probabilistic variants of the one-category and diagonal topological complexity, which bound the classical LS-category and topological complexity from below. Unlike any other classical or probabilistic invariants,…

Convolutions of long-tailed and subexponential distributions play a major role in the analysis of many stochastic systems. We study these convolutions, proving some important new results through a simple and coherent approach, and showing…

In this paper, we present several heavy-tailed distributions belonging to the new class J of distributions obeying the principle of a single big jump introduced by Beck et al. [1]. We describe the structure of this class from different…

The paper focuses on a class of light-tailed multivariate probability distributions. These are obtained via a transformation of the margins from a heavy-tailed original distribution. This class was introduced in Balkema et al. (J.…

We study a new class of so-called rational-infinitely (or quasi-infinitely) divisible probability laws on the real line. The characteristic functions of these distributions are ratios of the characteristic functions of classical infinitely…

This note examines the infinite divisibility of density-based transformations of normal random variables. We characterize a class of density-based transformations of normal variables which produces non-infinitely divisible distributions. We…

We show that all negative powers B_{a,b}^-{s} of the Beta distribution are infinitely divisible. The case b<1 follows by complete monotonicity, the case b > 1, s > 1 by hyperbolically complete monotonicity and the case b > 1, s < 1 by a…

Classes of multivariate and cone valued infinitely divisible Gamma distributions are introduced. Particular emphasis is put on the cone-valued case, due to the relevance of infinitely divisible distributions on the positive semi-definite…

In this paper, asymptotic behavior of convolution of distributions belonging to two subclasses of distributions with exponential tails are considered, respectively. The precise second-order tail asymptotics of the convolutions are derived…