Second order Subexponential Distributions with Finite Mean and Their Applications to Subordinated Distributions

作者：Lin Jianxi^*

来源：Journal of Theoretical Probability, 2012, 25(3): 834-853.

DOI：10.1007/s10959-010-0330-7

• Second order tail behavior
• Heavy-tailed distribution
• Subexponential distribution
• Subordinated distribution
• Convergence rate

Consider a probability distribution subordinate to a subexponential distribution with finite mean. In this paper, we discuss the second order tail behavior of the subordinated distribution within a rather general framework in which we do not require the existence of density functions. For this aim, the so-called second order subexponential distribution is proposed and some of its related properties are established. Our results unify and improve some classical results.

• 出版日期2012-9
• 单位厦门大学