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Lower limits and equivalences for convolution tails

Sergey Foss, Dmitry Korshunov

math.PRarXiv:math/0510273

Abstract

Suppose F is a distribution on the half-line [0,∞). We study the limits of the ratios of tails F*F(x)/F(x) as x∞. We also discuss the classes of distributions S, S(γ) and S*.

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