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Subexponential distributions and dominated-variation tails

Published online by Cambridge University Press:  14 July 2016

Charles M. Goldie
Charles M. Goldie*
Affiliation:
University of Sussex
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Abstract

For a distribution function F on (0,∞), regular variation of its tail is known to imply that F is subexponential. Let be merely of dominated variation. This note shows that F need not be subexponential, and investigates which of the known necessary conditions for subexponentiality become sufficient when insisted upon for such an F.

Keywords

DOMINATED VARIATIONSUBEXPONENTIAL DISTRIBUTIONS
Type
Short Communications
Information
Journal of Applied Probability , Volume 15 , Issue 2 , June 1978 , pp. 440 - 442
Copyright
Copyright © Applied Probability Trust 1978 

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References

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