A necessary and sufficient condition for the subexponentiality of the product convolution
Sign Up to like & getrecommendations! Published in 2017 at "Advances in Applied Probability"
DOI: 10.1017/apr.2018.4
Abstract: 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 XY, called the product convolution of F and G.… read more here.
Keywords: sufficient condition; product convolution; subexponentiality; product ... See more keywords