On the almost decrease of a subexponential density

Tao Jiang, Yuebao Wang, Zhaolei Cui and Yuxin Chen

Statistics & Probability Letters, 2019, vol. 153, issue C, 71-79

Abstract: In this paper, a subexponential density on R+∪{0} without the almost decrease is constructed. Correspondingly, a similar result is also obtained for the long-tailed density excluding the subexponential density. Additionally, in contrast to the first result, a sufficient condition is provided under which the density is almost decreasing. Some interesting conclusions are presented when the above results are applied to the study of local distribution and infinitely divisible distribution. For example, a substantial difference between the subexponential distribution and the local subexponential distribution is clearly shown.

Keywords: Almost decrease; Subexponential density; Local subexponential distribution; Infinitely divisible distribution (search for similar items in EconPapers)
Date: 2019
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S016771521930149X
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:153:y:2019:i:c:p:71-79

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2019.05.020

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().