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A NECESSARY AND SUFFICIENT CONDITION FOR THE SUBEXPONENTIALITY OF THE PRODUCT CONVOLUTION

Xu, H; Cheng, FY; Wang, YB; Cheng, DY

Wang, YB (reprint author), Soochow Univ, Sch Math Sci, Suzhou 215006, Peoples R China.

ADVANCES IN APPLIED PROBABILITY, 2018; 50 (1): 57

Abstract

Let X and Y be two independent and nonnegative random variables with corresponding distributions F and G. Denote by H the distribution of the product ......

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