Randomly Stopped Minimum, Maximum, Minimum of Sums and Maximum of Sums with Generalized Subexponential Distributions

In this paper, we find conditions under which distribution functions of randomly stopped minimum, maximum, minimum of sums and maximum of sums belong to the class of generalized subexponential distributions. The results presented in this article complement the closure properties of randomly stopped...

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Bibliographic Details
Main Authors: Jūratė Karasevičienė, Jonas Šiaulys
Format: Article
Language:English
Published: MDPI AG 2024-01-01
Series:Axioms
Subjects:
Online Access:https://www.mdpi.com/2075-1680/13/2/85