{"title":"强次指数分布在卷积下的非闭包性","authors":"D. Konstantinides, R. Leipus, J. Šiaulys","doi":"10.15388/namc.2023.28.30208","DOIUrl":null,"url":null,"abstract":"In this paper, we consider the convolution closure problem for the class of strong subexponential distributions, denoted as S*. First, we show that, if F, G ∈ L, then inclusions of F*G, FG, and pF + (1 – p)G for all (some) p ∈ (0; 1) into the class S* are equivalent. Then, using examples constructed by Klüppelberg and Villasenor [The full solution of the convolution closure problem for convolution-equivalent distributions, J. Math. Anal. Appl., 41:79–92, 1991], we show that S* is not closed under convolution.","PeriodicalId":49286,"journal":{"name":"Nonlinear Analysis-Modelling and Control","volume":" ","pages":""},"PeriodicalIF":2.6000,"publicationDate":"2022-12-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"On the non-closure under convolution for strong subexponential distributions\",\"authors\":\"D. Konstantinides, R. Leipus, J. Šiaulys\",\"doi\":\"10.15388/namc.2023.28.30208\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this paper, we consider the convolution closure problem for the class of strong subexponential distributions, denoted as S*. First, we show that, if F, G ∈ L, then inclusions of F*G, FG, and pF + (1 – p)G for all (some) p ∈ (0; 1) into the class S* are equivalent. Then, using examples constructed by Klüppelberg and Villasenor [The full solution of the convolution closure problem for convolution-equivalent distributions, J. Math. Anal. Appl., 41:79–92, 1991], we show that S* is not closed under convolution.\",\"PeriodicalId\":49286,\"journal\":{\"name\":\"Nonlinear Analysis-Modelling and Control\",\"volume\":\" \",\"pages\":\"\"},\"PeriodicalIF\":2.6000,\"publicationDate\":\"2022-12-23\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Nonlinear Analysis-Modelling and Control\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.15388/namc.2023.28.30208\",\"RegionNum\":3,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"MATHEMATICS, APPLIED\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Nonlinear Analysis-Modelling and Control","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.15388/namc.2023.28.30208","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
On the non-closure under convolution for strong subexponential distributions
In this paper, we consider the convolution closure problem for the class of strong subexponential distributions, denoted as S*. First, we show that, if F, G ∈ L, then inclusions of F*G, FG, and pF + (1 – p)G for all (some) p ∈ (0; 1) into the class S* are equivalent. Then, using examples constructed by Klüppelberg and Villasenor [The full solution of the convolution closure problem for convolution-equivalent distributions, J. Math. Anal. Appl., 41:79–92, 1991], we show that S* is not closed under convolution.
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