The class of subweibull distributions has recently been shown to generalize the important properties of subexponential and subgaussian random variables. We describe alternative characterizations of subweibull distributions and detail the conditions under which their tail behavior is preserved after exponential tilting.
翻译:亚韦伯分布类最近被证明可以推广亚指数和亚高斯随机变量的重要性质。我们描述了亚韦伯分布的替代特征,并详细说明了在何种条件下其尾部行为在指数倾斜后得以保持。