Some new results on the subexponential class

Some new results on the subexponential class

0.00 Avg rating0 Votes
Article ID: iaor1990763
Country: Israel
Volume: 26
Issue: 4
Start Page Number: 1
End Page Number: 7
Publication Date: Dec 1989
Journal: Journal of Applied Probability
Authors:
Abstract:

A distribution function F on (0,•) belongs to the subexponential class 𝒮 if the ratio of 1-F’(2’)(x) to 1-F(x) converges to 2 as x⇒•. A necessary condition for membership in 𝒮 is used to prove that a certain class of functions previously thought to be contained in 𝒮 has members outside of 𝒮. Sufficient conditions on the tail of F are found which ensure F belongs to 𝒮; these conditions generalize previously published conditions.

Reviews

Required fields are marked *. Your email address will not be published.