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强次指数分布族S*(γ)的μ积分尾分布的卷积等价性

Convolution Equivalence of Strong Subexponential Distributions Class S*(γ)'s μ Integrated Tail Distributions
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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
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参考文献7

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