8 Result(s)
within
Yuebao Wang
Probability Theory and Stochastic Processes
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Article
Closure under infinitely divisible distribution roots and the Embrechts–Goldie conjecture
We show that the distribution class ℒ(γ) \ 𝒪𝒮 is not closed under infinitely divisible distribution roots for γ > 0, that is, we provide some infinitely divisible distributions belonging to the class, whereas ...
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Article
On the closure under infinitely divisible distribution roots
For some γ > 0, we show that the distribution class (ℒ(γ) ∩𝒪S)\S(γ) is not closed under infinitely divisible distribution roots, that is, we provide examples showing that some infinitely divisible distributions b...
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Article
On the long tail property of product convolution
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...
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Article
The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands
In this paper, the local asymptotic estimation for the supremum of a random walk and its applications are presented. The summands of the random walk have common long-tailed and generalized strong subexponentia...
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Article
An inequality of widely dependent random variables and its applications*
In this paper, we prove a more accurate inequality of widely dependent random variables. Based on this inequality, we obtain some limit theorems for widely dependent random variables, which expand ranges of do...
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Article
On asymptotic equivalence among the solutions of some defective renewal equations
We obtain some sufficient conditions for mutually asymptotic equivalence among solutions of some defective renewal equations, where the related distributions can be heavy-tailed but are not required to be sube...
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Article
Asymptotic behavior of the ratio of tail probabilities of sum and maximum of independent random variables
For a fixed integer n ≥ 2, let X 1 ,…, X n be independent random variables (r.v.s) with distributions F 1,…,F ...
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Article
Equivalent Conditions of Asymptotics for the Density of the Supremum of a Random Walk in the Intermediate Case
This paper obtains some equivalent conditions about the asymptotics for the density of the supremum of a random walk with light-tailed increments in the intermediate case. To do this, the paper first corrects ...
