Changjun Yu

On closedness under convolution roots related to an infinitely divisible distribution in the distribution class L(γ)

2015 · arXiv (Cornell University)

We consider questions related to the well-known conjecture due to Embrechts and Goldie on the closedness of different classes of heavy- and light-tailed distributions with respect to convolution roots. We show that the class L(γ)\cap …