Subexponential distribution (heavy-tailed)

ID: subexponential-distribution-heavy-tailed

For nonnegative independent and identically distributed random variables with unbounded support, this is the displayed two-summand tail asymptotic. The probability that the maximum exceeds is , so the sum and maximum have asymptotically the same tail. This is the basic single-large-arrival effect relevant to queue overflow. The concentration-theory sub-exponential random variable uses a separate light-tail convention.

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