A note on product-convolution for generalized subexponential distributions
In this paper, we consider the stability property of the class of generalized subexponential distributions with respect to product-convolution. Assuming that the primary distribution is in the class of generalized subexponential distributions, we find conditions for the second distribution in order...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
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Vilnius University Press
2022-10-01
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| Series: | Nonlinear Analysis |
| Subjects: | |
| Online Access: | https://www.journals.vu.lt/nonlinear-analysis/article/view/29405 |
| Summary: | In this paper, we consider the stability property of the class of generalized subexponential distributions with respect to product-convolution. Assuming that the primary distribution is in the class of generalized subexponential distributions, we find conditions for the second distribution in order that their product-convolution belongs to the class of generalized subexponential distributions as well. The similar problem for the class of generalized subexponential positively decreasing-tailed distributions is considered.
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| ISSN: | 1392-5113 2335-8963 |