Two Non-closure Properties on the Class of Subexponential Densities |
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| Authors: | Toshiro Watanabe Kouji Yamamuro |
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| Affiliation: | 1.Center for Mathematical Sciences,The University of Aizu,Aizu-Wakamatsu,Japan;2.Faculty of Engineering,Gifu University,Gifu,Japan |
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| Abstract: | Relations between subexponential densities and locally subexponential distributions are discussed. It is shown that the class of subexponential densities is neither closed under convolution roots nor closed under asymptotic equivalence. A remark is given on the closure under convolution roots for the class of convolution equivalent distributions. |
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