摘要
给出了支撑在[0,∞)的局部次指数分布的一类卷积封闭性的若干等价条件,并在适当的条件下推广到了全空间.在此基础上,得到了对称化分布的局部渐近性的结果.上述结果可以蕴涵Embrechts和Goldie(1980)[1]及Geluk(2004)[2]非局部的相应结果,其中部分证明比[2]简单.
This paper obtains some equivelent conditions for a type of convolution closure of local subexponential distributions on [0, ∞), which are also valid for distributions on (-∞,∞) under certain conditions. On the basis of these results, the local asymptotics for the distribution of symmetrization are given. The results above include the corresponding, non-local results of Embrechts and Goldie (1980)[1[ and Geluk (2004)[2]. Some of our proofs are more simple than those of Celuk (2004) .
出处
《应用概率统计》
CSCD
北大核心
2010年第5期469-476,共8页
Chinese Journal of Applied Probability and Statistics
基金
国家自然科学基金项目(10671139)资助
关键词
局部次指数分布
卷积封闭性
对称化
Local subexponential ditribution, convolution closure, symmetrization.