Subexponential distribution (heavy-tailed) (source code)

= Subexponential distribution
{disambiguate=heavy-tailed}
{title2=$\mathbb P(X_1+X_2>x)\sim2\mathbb P(X_1>x)$}

= Heavy-tailed subexponential distribution
{synonym}

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 $1-F(x)^2\sim2\overline F(x)$, 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.