Convolutions of Long-Tailed and Subexponential Distributions
Convolutions of Long-Tailed and Subexponential Distributions
Convolutions of long-tailed and subexponential distributions play a major role in the analysis of many stochastic systems. We study these convolutions, proving some important new results through a simple and coherent approach, and also showing that the standard properties of such convolutions follow as easy consequences.