New Limit Formulas for the Convolution of a Function with a Measure and Their Applications

Abstract

Asymptotic behavior of a convolution of a function with a measure is investigated. Our results give conditions which ensure that the exact rate of the convolution function can be determined using a positive weight function related to the given function and measure. Many earlier related results are included and generalized. Our new limit formulas are applicable to subexponential functions, to tail equivalent distributions, and to polynomial-type convolutions, among others.