强次指数分布族S*(γ)的μ积分尾分布的卷积等价性  

Convolution Equivalence of Strong Subexponential Distributions Class S*(γ)'s μ Integrated Tail Distributions

作　　者：王克达[1] 陈维[1,2] WANG Ke-da CHEN Wei(School of Mathematics and Statistics, Yili Normal University, Yining 835000, China School of Mathematical Sciences, Xiamen University, Xiamen 361005, China)

机构地区：[1]伊犁师范学院数学与统计学院,新疆伊宁835000 [2]厦门大学数学科学学院,福建厦门361005

出　　处：《数学的实践与认识》2016年第19期56-61,共6页Mathematics in Practice and Theory

摘　　要：在Klüppelberg提出强次指数分布族并研究其积分尾分布的次指数性的基础上,推广Foss等关于强次指数分布族S*的μ积分尾分布的次指数性结果,得到S*(γ)的μ积分尾分布的卷积等价性.Klüppelberg presents strong subexponential distributions class and studys subexponentiality for μ their integrated tail distributions,on basis of which we generalize the research of subexponentiality for μ integrated tail distributions of strong subexponential distributions by 5＊ Foss,etc,and propose convolution equivalence for integrated tail distributions of S~＊（γ）.

关 键 词：长尾分布 强次指数分布 μ积分尾分布 卷积等价性 

分 类 号：O211.3[理学—概率论与数理统计]