Asympyotic expansions for infinite weighted convolutions of light subexponential distributions
Abstract
Description
We establish some asymptotic expansions for infinite weighted convolutions of distributions having light subexponential tails. Examples are presented, some showing that in order to obtain an expansion with two significant terms, one needs to have a general way to calculate higher order expansions, due to possible cancellations of terms. An algebraic methodology is employed to obtain the results.
30 pages
30 pages