Characterization of tails through hazard rate and convolution closure properties

Details Characterization of tails through hazard rate and convolution closure properties Characterization of tails through hazard rate and convolution closure properties

2011-02-08

arxiv.org/abs/1102.1554v1

Journal of Applied Probability, 48A (2011), 123-132

Mathematics

Probability

8 pages

Scientific paper

10.1239/jap/1318940460

We use the properties of the Matuszewska indices to show asymptotic
inequalities for hazard rates. We discuss the relation between membership in
the classes of dominatedly or extended rapidly varying tail distributions and
corresponding hazard rate conditions. Convolution closure is established for
the class of distributions with extended rapidly varying tails.

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