OurBigBook About$ Donate
 Sign in Sign up

Subexponential distribution (heavy-tailed, P(X1​+X2​>x)∼2P(X1​>x))

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Probability distribution Heavy-tailed distribution
2026-10-14  0 By others on same topic  0 Discussions Create my own version
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 x is 1−F(x)2∼2F(x), 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.

 Ancestors (7)

  1. Heavy-tailed distribution
  2. Probability distribution
  3. Probability theory
  4. Probability and statistics
  5. Area of mathematics
  6. Mathematics
  7.  Home

 Synonyms (1)

  • codex/heavy-tailed-subexponential-distribution

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook