On convolution tails

Stochastic Processes and their Applications

Volumn 13, Issue 3, 1982, Pages 263-278

  Embrechts, Paul ^a   Goldie, Charles M ^b  

^a QUEEN MARY UNIVERSITY OF LONDON   (United Kingdom)

^b Mathematics and Physics Building University of Sussex Brighton BN1 9QH UK ^*

Author keywords

Compound Poisson; random walks; renewal theory; subexponentiality; tails of probability measures

Indexed keywords

EID: 0000502290     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4149(82)90013-8     Document Type: Article

References (18)

1. A theorem on sums of independent positive random variables and its applications to branching processes
2. Functions of probability measures
3. Degeneracy properties of subcritical branching processes
4. Some results on regular variation for distributions in queueing and fluctuation theory
5. On closure and factorization properties of subexponential and related distributions
6. Comparing the tail of an infinitely divisible distribution with integrals of its Lévy measure
7. Subexponentiality and infinite divisibility
8. On the tails of waiting time distributions
9. Limits of ratios of tails of measures
10. Regularly varying functions
11. On the tails of queueing-time distributions
12. Regular variation of the tail of a subordinated probability distribution
13. On the tails of infinitely divisible distributions
14. The class of subexponential distributions
15. A note on slowly oscillating functions
16. Asymptotic behaviour of Wiener—Hopf factors of a random walk