Concepedia

Subexponential Distributions

Subexponential Distributions is a class of heavy-tailed probability distributions characterized by the property that the tail of the distribution decays slower than any exponential distribution, such that the probability of the sum of independent identically distributed random variables being large is dominated by the maximum term.

172

Publications

8.2K

Citations

232

Authors

167

Institutions

Publications per year

2017–2026

23

Variants

Subexponential Distribution

Parents

Publications

172

Subexponentiality of the product of independent random variables

Daren B. H. Cline, Gennady Samorodnitsky · Stochastic Processes and their Applications · 1994 · 379 citations

, , +5

Subexponential distributions and integrated tails

Claudia Klüppelberg · Journal of Applied Probability · 1988 · 333 citations

, , +13

Generalized exponential distribution: Existing results and some recent developments

Rameshwar D. Gupta, Debasis Kundu · Journal of Statistical Planning and Inference · 2007 · 332 citations

, , +13

On closure and factorization properties of subexponential and related distributions

Paul Embrechts, Charles M. Goldie · Journal of the Australian Mathematical Society Series A Pure Mathematics and Statistics · 1980 · 309 citations · Full text

, , +10

A subexponential bound for linear programming

J. Matoušek, M. Sharir, Emo Welzl · Algorithmica · 1996 · 306 citations

, , +6

1–5 of 172

Authors

232

  1. QT
    Qihe Tang

    University of Iowa, United States

    8 publications · 452 citations

    8

    h-index

  2. EO
    Edward Omey

    KU Leuven, Belgium

    7 publications · 209 citations

    7

    h-index

  3. PR
    Predrag R. Jelenković

    Columbia University, United States

    7 publications · 380 citations

    7

    h-index

  4. CK
    Claudia Klüppelberg

    Technical University of Munich, Germany

    6 publications · 714 citations

    6

    h-index

  5. JG
    Jaap Geluk

    Erasmus University Rotterdam, Netherlands

    5 publications · 200 citations

    5

    h-index

1–5 of 232

Institutions

167

  1. Columbia University

    New York, United States

    7 h-index

    13 publications

    824 citations

  2. University of Iowa

    Iowa City, United States

    5 h-index

    7 publications

    365 citations

  3. Sobolev Institute of Mathematics

    Novosibirsk, Russia

    5 h-index

    6 publications

    216 citations

  4. Cornell University

    Ithaca, United States

    5 h-index

    8 publications

    675 citations

  5. Soochow University

    Suzhou, China

    4 h-index

    7 publications

    186 citations

  6. KU Leuven

    Leuven, Belgium

    4 h-index

    4 publications

    414 citations

  7. University of Hong Kong

    Pok Fu Lam, Hong Kong

    4 h-index

    5 publications

    335 citations

  8. Heriot-Watt University

    Edinburgh, United Kingdom

    4 h-index

    4 publications

    186 citations

1–8 of 167

Venues

  1. Journal of Applied Probability

    JAP · 22 publications · 1.2K citations

    17

    h-index

  2. Advances in Applied Probability

    AAP · 12 publications · 430 citations

    12

    h-index

  3. Statistics & Probability Letters

    8 publications · 171 citations

    8

    h-index

  4. The Annals of Probability

    6 publications · 473 citations

    7

    h-index

  5. Extremes

    5 publications · 335 citations

    5

    h-index

1–5