Second order Subexponential Distributions with Finite Mean and Their Applications to Subordinated Distributions
Abstract
Consider a probability distribution subordinate to a subexponential distribution with finite mean. In this paper, we discuss the second order tail behavior of the subordinated distribution within a rather general framework in which we do not require the existence of density functions. For this aim, the so-called second order subexponential distribution is proposed and some of its related properties are established. Our results unify and improve some classical results.
Citation
JOURNAL OF THEORETICAL PROBABILITY。2012,25(3):834-853URI
http://dx.doi.org/10.1007/s10959-010-0330-7WOS:000307288100010
https://dspace.xmu.edu.cn/handle/2288/14843