On the constant in the definition of subexponential distributions
Teoriâ veroâtnostej i ee primeneniâ, Tome 44 (1999) no. 2, pp. 455-458
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We prove that the constant in the definition of subexponential distributions is equal to 2.
@article{TVP_1999_44_2_a14,
author = {B. A. Rogozin},
title = {On the constant in the definition of subexponential distributions},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {455--458},
publisher = {mathdoc},
volume = {44},
number = {2},
year = {1999},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1999_44_2_a14/}
}
B. A. Rogozin. On the constant in the definition of subexponential distributions. Teoriâ veroâtnostej i ee primeneniâ, Tome 44 (1999) no. 2, pp. 455-458. http://geodesic.mathdoc.fr/item/TVP_1999_44_2_a14/