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Asymptotics in the symmetrization inequality

We give a sufficient condition for i.i.d. random variables X1,X2 in order to have P{X1-X2>x}~P{X1>x}, as x-->[infinity]. A factorization property for subexponential distributions is used in the proof.
Year of publication:
2004
Authors: Geluk, Jaap
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 69.2004, 1, p. 63-68
Publisher: Elsevier
Subject: Symmetrization Heavy tails Convolution Subexponentiality
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005223998
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