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Some properties of subexponential distributions |
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| Authors: | A L Yakymiv |
| Institution: | (1) V. A. Steklov Mathematics Institute, Russian Academy of Sciences, USSR |
| Abstract: | The nonnegative random variableX is said to have a subexponential distribution if we have (1-G(t))/(1-F(t))→2 ast→∞, whereF(t)=P{X≤t} andG(t) is the convolution ofF(t) with itself. Conditions on the distribution of independent nonnegative random variablesX andY such that max(X, Y) and min(X, Y) have a subexponential distribution are given. Translated fromMatematicheskie Zametki, Vol. 62, No. 1, pp. 138–144, July, 1997. Translated by N. K. Kulman |
| Keywords: | subexponential distribution sufficient conditions for the subexponential property convolution of two distributions |
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