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# A Theorem on Sums of Independent Positive Random Variables and Its Applications to Branching Random Processes

(Impact Factor: 0.36). 01/1964; 9(4). DOI: 10.1137/1109088
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• "Recall that a distribution F belongs to the subexponential distribution class introduced by Chistyakov [2], denoted by F ∈ S, if F * 2 (x) ∼ 2F (x), where the notation g(x) ∼ h(x) means that ratio g(x)(h(x)) −1 → 1 for two positive functions g and h supported on [0, ∞). The class S is properly included in the following larger distribution class. "
##### Article: On a transformation between distributions obeying the principle of a single big jump
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ABSTRACT: Beck et al. (2013) introduced a new distribution class J which contains many heavy-tailed and light-tailed distributions obeying the principle of a single big jump. Using a simple transformation which maps heavy-tailed distributions to light-tailed ones, we find some light-tailed distributions, which belong to the class J but do not belong to the convolution equivalent distribution class and which are not even weakly tail equivalent to any convolution equivalent distribution. This fact helps to understand the structure of the light-tailed distributions in the class J and leads to a negative answer to an open question raised by the above paper.
Journal of Mathematical Analysis and Applications 11/2014; 430(2). DOI:10.1016/j.jmaa.2015.05.011 · 1.12 Impact Factor
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• "It is known that the subexponential distribution class was introduced by Chistyakov (1964) in the study of the branching process, where it was proved that the subexponential distribution class belonged to the following heavy-tailed distribution subclass. We say that a distribution F belongs to the long-tailed distribution class, denoted by F ∈ L, if for any y ∈ (−∞, ∞), F (x + y) ∼ F (x). "
##### Article: The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands
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ABSTRACT: In this paper, the local asymptotic estimation for the supremum of a random walk is presented, where the summands of the random walk has common long-tailed and generalized strong subexponential distribution. The generalized strong subexponential distribution class and corresponding generalized local subexponential distribution class are two new distribution classes with some good properties. Further, some long-tailed distributions with intuitive and concrete forms are found, showing that the generalized strong subexponential distribution class and the generalized locally subexponential distribution class properly contain the strong subexponential distribution class and the locally subexponential distribution class, respectively.
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• "The classes S and D were introduced in [6] and [8], respectively. Further, we say that a distribution F is generalized subexponential, denoted by F ∈ OS, if "
##### Article: Distributions obeying the principle of a single big jump: new examples
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ABSTRACT: In this paper, we present two heavy-tailed distributions related to the new class J of distributions obeying the principle of a single big jump introduced by Beck et.al. [2]. The first example belongs to the class J, but is neither long-tailed nor dominatedly-varying-tailed, and its integrated tail distribution is strongly subexponential. The other one does not belong to the class J,but its integrated tail distribution does but is neither long-tailed nor dominatedly-varying-tailed.These two examples of heavy-tailed distributions help to illustrate properties of the class J and its relationship to well-established other distribution classes. In particular, the second example shows that the Pakes-Veraverbeke-Embrechts Theorem for the class J in [2] does not hold trivially.