The conjectures of Embrechts and Goldie

Published 4 Nov 2015 in math.PR | (1511.01246v1)

Abstract: It is shown that the class of convolution equivalent distributions and the class of locally subexponential distributions are not closed under convolution roots. Moreover, two sufficient conditions for the closure under convolution roots of the class of convolution equivalent distributions are given.

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Toshiro Watanabe

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