Subexponential distribution functions

E. J. G. Pitman

Type: Article

Publication Date: 1980-05-01

Citations: 168

DOI: https://doi.org/10.1017/s1446788700021340

Abstract

Abstract A distribution function ( F on [0,∞) belongs to the subexponential class if and only if 1− F (2) ( x ) ~ 2(1− F(x) ), as x → ∞. For an important class of distribution functions, a simple, necessary and sufficient condition for membership of is given. A comparison theorem for membership of and also some closure properties of are obtained. 1980 Mathematics subject classification (Amer. Math. Soe.) : primary 60 E 05; secondary 60 J 80.

Locations

Journal of the Australian Mathematical Society Series A Pure Mathematics and Statistics - View - PDF

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