On the non-closure under convolution for strong subexponential distributions
نویسندگان
چکیده
In this paper, we consider the convolution closure problem for class of strong subexponential distributions, denoted as S*. First, show that, if F, G ∈ L, then inclusions F*G, FG, and pF + (1 – p)G all (some) p (0; 1) into S* are equivalent. Then, using examples constructed by Klüppelberg Villasenor [The full solution convolution-equivalent J. Math. Anal. Appl., 41:79–92, 1991], that is not closed under convolution.
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ژورنال
عنوان ژورنال: Nonlinear Analysis-Modelling and Control
سال: 2022
ISSN: ['1392-5113', '2335-8963']
DOI: https://doi.org/10.15388/namc.2023.28.30208