Two Non-closure Properties on the Class of Subexponential Densities

Toshiro Watanabe () and Kouji Yamamuro ()
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Toshiro Watanabe: The University of Aizu
Kouji Yamamuro: Gifu University

Journal of Theoretical Probability, 2017, vol. 30, issue 3, 1059-1075

Abstract: Abstract Relations between subexponential densities and locally subexponential distributions are discussed. It is shown that the class of subexponential densities is neither closed under convolution roots nor closed under asymptotic equivalence. A remark is given on the closure under convolution roots for the class of convolution equivalent distributions.

Keywords: Subexponential densities; Local subexponentiality; Convolution roots; Asymptotic equivalence; 60E99; 60G50 (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1007/s10959-016-0672-x

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