7 citations · 13 across the 12 of their papers we have counts for
Showing 2015 · math.PRShow all
2 papers · 2 filters
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.PR2015
Convolution and convolution-root properties of long-tailed distributions
Hui Xu, Sergey Foss, Yuebao Wang
We obtain a number of new general properties, related to the closedness of the class of long-tailed distributions under convolutions, that are of interest themselves and may be app…