Subexponential distributions and dominated-variation tails
- 1 June 1978
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 15 (2), 440-442
- https://doi.org/10.2307/3213416
Abstract
For a distribution function F on (0,∞), regular variation of its tail is known to imply that F is subexponential. Let be merely of dominated variation. This note shows that F need not be subexponential, and investigates which of the known necessary conditions for subexponentiality become sufficient when insisted upon for such an F.Keywords
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