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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Probability Theory a...arrow_drop_down
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
Probability Theory and Related Fields
Article . 1988 . Peer-reviewed
License: Springer TDM
Data sources: Crossref
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article . 1988
Data sources: zbMATH Open
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The structure of the class of subexponential distributions

Authors: Willekens, E.K.E.;

The structure of the class of subexponential distributions

Abstract

Let \(X_ 1,X_ 2,...,X_ n\) be a sequence of positive, independent, identically distributed random variables with the same distribution function (d.f.) F and denote by \(X_{1:n}\leq X_{2:n}\leq...\leq X_{n:n}\) the order statistics of the sample. We characterize the class of d.f. F for which \[ P(x_{1:n}+X_{2:n}+...+X_{n-i:n}>x)\sim P(x_{n-i:n}>x)\quad as\quad x\to \infty \] for fixed n and i (i\(\leq n- 1)\), and we show that it is independent of n. This leads to the genesis of a new class of d.f. \({\mathcal S}_ i\); we show that the sequence (\({\mathcal S}_ i)^{\infty}_{i=0}\) is strictly decreasing and we illustrate how the classes \({\mathcal S}_ i\) determine the probabilistic structure of the class \({\mathcal S}\) of subexponential distributions.

Country
Netherlands
Keywords

tail behaviour, trimmed sums, subexponential distributions, Probability distributions: general theory

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
12
Average
Top 10%
Average
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