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Volumn 84, Issue 1, 2008, Pages 1-7

A note on the closure of convolution power mixtures (random sums) of exponential distributions

Author keywords

Compound Poisson distribution; Convolution power; Exponential distribution; Random sum; Tauberian theorem

Indexed keywords


EID: 48349090331     PISSN: 14467887     EISSN: 14468107     Source Type: Journal    
DOI: 10.1017/S1446788708000104     Document Type: Article
Times cited : (16)

References (13)
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    • J. M. P. Albin and M. Sundén, 'On the asymptotic behaviour of Lévy processes. Part I: subexponential and exponential processes', Preprint, 2007. http://www.math.chalmers.se/∼palbin/levyI.pdf.
  • 2
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    • Suprema and sojourn times of Lévy processes with exponential tails
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  • 3
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    • Braverman, M.1    Samorodnitsky, G.2
  • 4
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    • Convolutions of distributions with exponential tails
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    • (1987) J. Austral. Math. Soc. (Series A) , vol.43 , pp. 347-365
    • Cline, D.B.H.1
  • 5
    • 84972475811 scopus 로고
    • Convolutions of distributions with exponential tails: Corrigendum
    • _, 'Convolutions of distributions with exponential tails: corrigendum', J. Austral. Math. Soc. (Series A) 48 (1990), 152-153.
    • (1990) J. Austral. Math. Soc. (Series A) , vol.48 , pp. 152-153
    • Cline, D.B.H.1
  • 6
    • 84971815025 scopus 로고
    • On closure and factorization properties of subexponential and related distributions
    • P. Embrechts and M. Goldie, 'On closure and factorization properties of subexponential and related distributions', J. Austral. Math. Soc. (Series A) 29 (1980), 243-256.
    • (1980) J. Austral. Math. Soc. (Series A) , vol.29 , pp. 243-256
    • Embrechts, P.1    Goldie, M.2
  • 8
    • 0001655877 scopus 로고
    • Subexponentiality and infinite divisibility
    • P. Embrechts, M. Goldie and N. Veraverbeke, 'Subexponentiality and infinite divisibility', Z. Wahrsch. 49 (1979), 335-347.
    • (1979) Z. Wahrsch , vol.49 , pp. 335-347
    • Embrechts, P.1    Goldie, M.2    Veraverbeke, N.3
  • 9
    • 34548025333 scopus 로고    scopus 로고
    • Convolution equivalence and infinite divisibility
    • A. G. Pakes, 'Convolution equivalence and infinite divisibility', J. Appl. Probab. 44 (2007), 295-305.
    • (2007) J. Appl. Probab , vol.44 , pp. 295-305
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  • 10
  • 12
    • 0013039588 scopus 로고
    • Asymptotics of inifinitely divisible distribution in ℝ
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  • 13
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    • Infinite divisibility and generalized subexponentiality
    • T. Shimura and T. Watanabe, 'Infinite divisibility and generalized subexponentiality', Bernoulli 11 (2005), 445-469.
    • (2005) Bernoulli , vol.11 , pp. 445-469
    • Shimura, T.1    Watanabe, T.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.