On the non-closure under convolution for strong subexponential distributions
In this paper, we consider the convolution closure problem for the class of strong subexponential distributions, denoted as S*. First, we show that, if F, G ∈ L, then inclusions of F*G, FG, and pF + (1 – p)G for all (some) p ∈ (0; 1) into the class S* are equivalent. Then, using examples constructe...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
2022-12-01
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| Series: | Nonlinear Analysis |
| Subjects: | |
| Online Access: | https://www.zurnalai.vu.lt/nonlinear-analysis/article/view/30208 |