Some properties of subexponential distributions
Matematičeskie zametki, Tome 62 (1997) no. 1, pp. 138-144

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The nonnegative random variable $X$ is said to have a subexponential distribution if we have $\bigl(1-G(t)\bigr)\big/\bigl(1-F(t)\bigr)\to2$ as $t\to\infty$, where $F(t)=\mathsf P\{X\le t\}$ and $G(t)$ is the convolution of $F(t)$ with itself. Conditions on the distribution of independent nonnegative random variables $X$ and $Y$ such that $\max(X,Y)$ and $\min(X,Y)$ have a subexponential distribution are given.
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     author = {A. L. Yakymiv},
     title = {Some properties of subexponential distributions},
     journal = {Matemati\v{c}eskie zametki},
     pages = {138--144},
     publisher = {mathdoc},
     volume = {62},
     number = {1},
     year = {1997},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MZM_1997_62_1_a15/}
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A. L. Yakymiv. Some properties of subexponential distributions. Matematičeskie zametki, Tome 62 (1997) no. 1, pp. 138-144. http://geodesic.mathdoc.fr/item/MZM_1997_62_1_a15/