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math.PR2015★ 3 cited
On closedness under convolution roots related to an infinitely divisible distribution in the distribution class L(γ)
Hui Xu, Yuebao Wang, Dongya Cheng +1
We consider questions related to the well-known conjecture due to Embrechts and Goldie on the closedness of different classes of heavy- and light-tailed distributions with respect…
math.PR2014
The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands
Yuebao Wang, Hui Xu, Dongya Cheng +1
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 gen…