Convolution equivalence and infinite divisibility : Corrections and corollaries

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Abstract

Corrections are made to formulations and proofs of some theorems about convolution equivalence closure for random sum distributions. These arise because of the falsity of a much used asymptotic equivalence lemma, and they impinge on the convolution equivalence closure theorem for general infinitely divisible laws.
Original languageEnglish
Pages (from-to)294-304
JournalJournal of Applied Probability
Volume44
Issue number2
DOIs
Publication statusPublished - 2007

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