Lower limits and equivalences for convolution tails

Details Lower limits and equivalences for convolution tails Lower limits and equivalences for convolution tails

2005-10-13

arxiv.org/abs/math/0510273v2

Annals of Probability 2007, Vol. 35, No. 1, 366-383

Mathematics

Probability

Published at http://dx.doi.org/10.1214/009117906000000647 in the Annals of Probability (http://www.imstat.org/aop/) by the Ins

Scientific paper

10.1214/009117906000000647

Suppose $F$ is a distribution on the half-line $[0,\infty)$. We study the
limits of the ratios of tails $\bar{F*F}(x)/\bar{F}(x)$ as $x\to\infty$. We
also discuss the classes of distributions ${\mathcal{S}}$,
${\mathcal{S}}(\gamma)$ and ${\mathcal{S}}^*$.

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