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math.PR2023
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…
math.PR2023
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,…