摘要
在Klüppelberg提出强次指数分布族并研究其积分尾分布的次指数性的基础上,推广Foss等关于强次指数分布族S*的μ积分尾分布的次指数性结果,得到S*(γ)的μ积分尾分布的卷积等价性.
Klüppelberg presents strong subexponential distributions class and studys subexponentiality for μ their integrated tail distributions,on basis of which we generalize the research of subexponentiality for μ integrated tail distributions of strong subexponential distributions by 5* Foss,etc,and propose convolution equivalence for integrated tail distributions of S~*(γ).
作者
王克达
陈维
WANG Ke-da CHEN Wei(School of Mathematics and Statistics, Yili Normal University, Yining 835000, China School of Mathematical Sciences, Xiamen University, Xiamen 361005, China)
出处
《数学的实践与认识》
北大核心
2016年第19期56-61,共6页
Mathematics in Practice and Theory
关键词
长尾分布
强次指数分布
μ积分尾分布
卷积等价性
long-tailed distributions
strong subexponential distributions
integrated tail distributions
convolution equivalence