Subexponential distributions and integrated tails. (English) Zbl 0651.60020

Klüppelberg, Claudia

J. Appl. Probab. 25, No. 1, 132-141 (1988).

Let F be a distribution function on [0,\(\infty)\) with finite expectation. The author has introduced the concept of weak tail equivalence and proved the subexponentiality of F under certain conditions and further he showed that these conditions are useful in random walk problems arising in risk theory and queueing theory.

Reviewer: V.Thangaraj

MSC:

60E05	Probability distributions: general theory
60G50	Sums of independent random variables; random walks
60K25	Queueing theory (aspects of probability theory)

Keywords:

tail equivalence; subexponentiality; random walk problems; risk theory; queueing theory