Title |
Product convolution of generalized subexponential distributions / |
Authors |
Mikutavičius, Gustas ; Šiaulys, Jonas |
DOI |
10.3390/math11010248 |
Full Text |
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Is Part of |
Mathematics.. Basel : MDPI. 2023, vol. 11, iss. 1, art. no. 248, p. [1-11].. eISSN 2227-7390 |
Keywords [eng] |
Tail function ; closure property ; product-convolution ; generalized subexponential distribution ; heavy-tailed distribution |
Abstract [eng] |
Assume that ξ and η are two independent random variables with distribution functions Fξ and Fη, respectively. The distribution of a random variable ξη, denoted by Fξ⊗Fη, is called the product-convolution of Fξ and Fη. It is proved that Fξ⊗Fη is a generalized subexponential distribution if Fξ belongs to the class of generalized subexponential distributions and η is nonnegative and not degenerated at zero. |
Published |
Basel : MDPI |
Type |
Journal article |
Language |
English |
Publication date |
2023 |
CC license |
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