Asympyotic expansions for infinite weighted convolutions of light subexponential distributions

摘要

We establish some asymptotic expansions for infinite weighted convolutions ofdistributions having light subexponential tails. Examples are presented, someshowing that in order to obtain an expansion with two significant terms, oneneeds to have a general way to calculate higher order expansions, due topossible cancellations of terms. An algebraic methodology is employed to obtainthe results.