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Start Over Author "Yu, Changjun" Topic distribution (probability theory) Topic mathematical convolutions Journal statistics & probability letters
1 results on '"Yu, Changjun"'

1. The closure of the convolution equivalent distribution class under convolution roots with applications to random sums

Author

Yu, Changjun, Wang, Yuebao, and Yang, Yang

Subjects
*MATHEMATICAL convolutions, *DISTRIBUTION (Probability theory), *STOCHASTIC processes, *RANDOM variables, *PROBABILITY theory
Abstract

Abstract: Let be a proper distribution on or and be a non-negative integer-valued random variable with masses . Denote . The main result of this paper is that under some suitable conditions, belongs to the convolution equivalent distribution class if and only if belongs to the convolution equivalent distribution class. As applications, some known results on random sums have been extended and improved, which give a positive answer under certain conditions to Problem 1 of . Similarly, some corresponding results for the local distributions and densities have been obtained. [Copyright &y& Elsevier]

Published
2010
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