Subexponential distributions and characterizations of related classes期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

Subexponential distributions and characterizations of related classes

Authors:

Claudia Klüppelberg

Affiliation:

1. Seminar für Statistik, Universit?t Mannheim, D-6800, Mannheim, Federal Republic of Germany

Abstract:

LetL(

0, denote the class of distributionsF satisfying

$mathop {lim }limits_{x to infty } bar F^{2*} (x)/bar F(x) = 2mathop smallint limits_0^infty e^{gamma y} dF(y)< infty$

Keywords:
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