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20142026
most citedOn the structure of a class of distributions obeying the principle of a single big jump

7 citations · 13 across the 12 of their papers we have counts for

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Showing 2015Show all

2 papers · 1 filter

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…