局部次指数分布的一类卷积封闭性的等价条件及应用

Equivalent Conditions for a Type of Convolution Closure of Local Subexponential Distributions and Applications

  • 摘要: 给出了支撑在0,\infty)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)\ucite1及Geluk (2004)\ucite2非局部的相应结果, 其中部分证明比\cite2简单.

     

    Abstract: This paper obtains some equivelent conditions for a type of convolution closure of local subexponential distributions on 0,\infty), which are also valid for distributions on (-\infty,\infty) 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)\ucite1 and Geluk (2004)\ucite2. Some of our proofs are more simple than those of Geluk (2004)\ucite2.

     

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