On The Intersection Of Max Domains Of Attraction Of p-Max Stable Laws and the Class of Subexponential Distributions

Abstract

Subexponential distributions are important in queueing, renewal theory, and extreme value theory as well as in other areas of applied probability. In this article, we study sufficient conditions for a distribution function to belong to both the subexponential class and the max domain of attraction of p-max stable laws. Several examples are given.

Keywords:

• p-Max stable laws
• Subexponential distributions

Mathematics Subject Classification:

• Primary 60G70
• Secondary 60E05