| Title |
A note on product-convolution for generalized subexponential distributions / |
| Authors |
Konstantinides, Dimitrios ; Leipus, Remigijus ; Šiaulys, Jonas |
| DOI |
10.15388/namc.2022.27.29405 |
| Full Text |
|
| Is Part of |
Nonlinear analysis: modelling and control.. Vilnius : Vilniaus universiteto leidykla. 2022, vol. 27, no. 6, p. 1054-1067.. ISSN 1392-5113. eISSN 2335-8963 |
| Keywords [eng] |
product-convolution ; subexponential distribution ; generalized subexponential distribution ; positively decreasing-tailed distribution |
| Abstract [eng] |
In this paper, we consider the stability property of the class of generalized subexponential distributions with respect to product-convolution. Assuming that the primary distribution is in the class of generalized subexponential distributions, we find conditions for the second distribution in order that their product-convolution belongs to the class of generalized subexponential distributions as well. The similar problem for the class of generalized subexponential positively decreasing-tailed distributions is considered. |
| Published |
Vilnius : Vilniaus universiteto leidykla |
| Type |
Journal article |
| Language |
English |
| Publication date |
2022 |
| CC license |
|
