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On the long tail property of product convolution
Lithuanian Mathematical Journal ( IF 0.4 ) Pub Date : 2020-05-16 , DOI: 10.1007/s10986-020-09482-w
Zhaolei Cui , Yuebao Wang

Let X and Y be two independent random variables with corresponding distributions F and G on [0 ,∞ ). The distribution of the product XY , which is called the product convolution of F and G , is denoted by H . In this paper, we give some suitable conditions on F and G , under which the distribution H belongs to the long-tailed distribution class. Here F is a generalized long-tailed distribution, not necessarily an exponential distribution. Finally, we give a series ofexamples to show that our conditions are satisfied by many distributions, and one of them is necessary in some sense.

中文翻译:

乘积卷积的长尾性质

设 X 和 Y 是两个独立的随机变量,在 [0 ,∞ ) 上具有相应的分布 F 和 G。乘积 XY 的分布,称为 F 和 G 的乘积卷积,用 H 表示。在本文中,我们给出了 F 和 G 的一些合适条件,在这些条件下,分布 H 属于长尾分布类。这里 F 是广义长尾分布,不一定是指数分布。最后,我们给出了一系列的例子来说明我们的条件被许多分布满足,其中之一在某种意义上是必要的。
更新日期:2020-05-16
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