Abstract
Suppose $F$ is a distribution on the half-line $[0,∞)$. We study the limits of the ratios of tails $\overline{F*F}(x)/\overline F(x)$ as $x→∞$. We also discuss the classes of distributions ${\mathscr{S}}$, ${\mathscr{S}}(\gamma)$ and ${\mathscr{S}}^{*}$.
Citation
Serguei Foss. Dmitry Korshunov. "Lower limits and equivalences for convolution tails." Ann. Probab. 35 (1) 366 - 383, January 2007. https://doi.org/10.1214/009117906000000647
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