Search Results for author: Sergey Foss

Found 1 papers, 0 papers with code

Convolution and convolution-root properties of long-tailed distributions

no code implementations29 Jan 2015 Hui Xu, Sergey Foss, Yuebao Wang

These examples help to provide further insights and, in particular, to show that the properties to be both long-tailed and so-called "generalised subexponential" are not preserved under the convolution roots.

Probability 60E05, 60F10, 60G50

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