Two Non-closure Properties on the Class of Subexponential Densities

Two Non-closure Properties on the Class of Subexponential Densities

Relations between subexponential densities and locally subexponential distributions are discussed. It is shown that the class of subexponential densities is neither closed under convolution roots nor closed under asymptotic equivalence. A remark is given on the closure under convolution roots for th...

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Veröffentlicht in:Journal of theoretical probability 2017-09, Vol.30 (3), p.1059-1075
Hauptverfasser: Watanabe, Toshiro, Yamamuro, Kouji
Format: Artikel
Sprache:eng
Schlagworte:
Convolution
Equivalence
Mathematics
Mathematics and Statistics
Probability Theory and Stochastic Processes
Roots
Statistics
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Zusammenfassung:Relations between subexponential densities and locally subexponential distributions are discussed. It is shown that the class of subexponential densities is neither closed under convolution roots nor closed under asymptotic equivalence. A remark is given on the closure under convolution roots for the class of convolution equivalent distributions.
ISSN:0894-9840
1572-9230
DOI:10.1007/s10959-016-0672-x