Toshiro Watanabe
Abstract
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It is shown that the class of convolution equivalent distributions and the class of locally subexponential distributions are not closed under convolution roots. Moreover, two sufficient conditions for the closure under convolution roots of the class of convolution equivalent distributions are given.
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It is shown that the class of convolution equivalent distributions and the class of locally subexponential distributions are not closed under convolution roots. Moreover, two sufficient conditions for the closure under convolution roots of the class of convolution equivalent distributions are given.
Key concepts: Convolution (computer science), Mathematics, Class (philosophy), Closure (psychology), Convolution power, Distribution (mathematics), Pure mathematics, Convolution of probability distributions