A note on product-convolution for generalized subexponential distributions
Articles
Dimitrios Konstantinides
University of the Aegean
https://orcid.org/0000-0003-0278-194X
Remigijus Leipus
Vilnius University
https://orcid.org/0000-0002-2099-2380
Jonas Šiaulys
Vilnius University
https://orcid.org/0000-0002-8480-5644
Published 2022-10-19
https://doi.org/10.15388/namc.2022.27.29405
PDF

Keywords

product-convolution
subexponential distribution
generalized subexponential distribution

How to Cite

Konstantinides, D., Leipus, R. and Šiaulys, J. (2022) “A note on product-convolution for generalized subexponential distributions”, Nonlinear Analysis: Modelling and Control, 27(6), pp. 1054–1067. doi:10.15388/namc.2022.27.29405.

Abstract

In this paper, we consider the stability property of the class of generalized subexponential distributions with respect to product-convolution. Assuming that the primary distribution is in the class of generalized subexponential distributions, we find conditions for the second distribution in order that their product-convolution belongs to the class of generalized subexponential distributions as well. The similar problem for the class of generalized subexponential positively decreasing-tailed distributions is considered.

PDF

Downloads

Download data is not yet available.

Most read articles by the same author(s)

1 2 > >>