Convolutions of long-tailed and subexponential distributions

Sergey Foss; Dmitry Korshunov; Stan Zachary

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arXiv · 0810.1994

Convolutions of long-tailed and subexponential distributions

Sergey Foss·Dmitry Korshunov·Stan Zachary

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Abstract

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 also that the standard properties of such convolutions follow as easy consequences.

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Sergey Foss, Dmitry Korshunov, Stan Zachary. 2008-10-12. Convolutions of long-tailed and subexponential distributions. https://arxiv.org/abs/0810.1994

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