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On convolution tails

Paul Embrechts and Charles M. Goldie

Stochastic Processes and their Applications, 1982, vol. 13, issue 3, 263-278

Abstract: In proving limit theorems for some stochastic processes, the following classes of distribution functions were introduced by Chover--Ney--Wainger and Chistyakov F belongs to ([lambda]) if and only if: 1. (i) 2. (ii) for all yreal, 3. (iii)[integral operator][infinity]0 e[lambda][lambda]dF(y)

Keywords: Compound; Poisson; renewal; theory; tails; of; probability; measures; random; walks; subexponentiality (search for similar items in EconPapers)
Date: 1982
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Handle: RePEc:eee:spapps:v:13:y:1982:i:3:p:263-278