In:
Journal of Applied Probability, Cambridge University Press (CUP), Vol. 46, No. 3 ( 2009-09), p. 756-767
Abstract:
Convolutions of long-tailed and subexponential distributions play a major role in the analysis of many stochastic systems. We study these convolutions, proving some important new results through a simple and coherent approach, and also showing that the standard properties of such convolutions follow as easy consequences.
Type of Medium:
Online Resource
ISSN:
0021-9002
,
1475-6072
DOI:
10.1239/jap/1253279850
Language:
English
Publisher:
Cambridge University Press (CUP)
Publication Date:
2009
detail.hit.zdb_id:
1474599-9
detail.hit.zdb_id:
219147-7
SSG:
3,2