10 citations · 19 across the 10 of their papers we have counts for
11 papers
On convolution closure properties of subexponentiality approaching from densities
Muneya Matsui, Toshiro Watanabe
Non-closedness of subexponentiality by the convolution operation is well-known. We go a step further and show that subexponentiality and non-subexponentiality are generally changea…
Local subexponentiality and infinitely divisible distributions
Muneya Matsui, Toshiro Watanabe
We completely characterize - and local subexponentialities of positive-half compound Poisson distributions and extend the characterization on two-sided distributions. Moreover,…
Subexponential densities of compound Poisson sums and the supremum of a random walk
Takaaki Shimura, Toshiro Watanabe
We characterize the subexponential densities on for compound Poisson distributions on with absolutely continuous Lévy measures. As a corollary, we show th…
Second order subexponentiality and infinite divisibility
Toshiro Watanabe
We characterize the second order subexponentiality of an infinitely divisible distribution on the real line under an exponential moment assumption. We investigate the asymptotic be…
Subexponential densities of infinitely divisible distributions on the half line
Toshiro Watanabe
We show that, under the long-tailedness of the densities of normalized Lévy measures, the densities of infinitely divisible distributions on the half line are subexponential if and…
Two hypotheses on the exponential class in the class of -subexponential infinitely divisible distributions
Toshiro Watanabe
Two hypotheses on the class in the class are discussed. Two weak hypotheses on the class in the class $\mathcal{OS…