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Subexponential distribution functions

Published online by Cambridge University Press:  09 April 2009

E. J. G. Pitman
E. J. G. Pitman
Affiliation:
301 Davey St Hobart, Tasmania 7000, Australia
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Abstract

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A distribution function (F on [0,∞) belongs to the subexponential class if and only if 1−F(2) (x) ~ 2(1−F(x)), as x→ ∞. For an important class of distribution functions, a simple, necessary and sufficient condition for membership of is given. A comparison theorem for membership of and also some closure properties of are obtained.

1980 Mathematics subject classification (Amer. Math. Soe.): primary 60 E 05; secondary 60 J 80.

Type
Research Article
Information
Journal of the Australian Mathematical Society , Volume 29 , Issue 3 , May 1980 , pp. 337 - 347
Copyright
Copyright © Australian Mathematical Society 1980

References

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