Explicit estimates for the asymptotics of subexponential infinitely divisible distribution functions (Q1581444): Difference between revisions
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Property / author: Arsen L. Yakymiv / rank | |||
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Property / reviewed by: Alexander Ulanovskii / rank | |||
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Property / cites work: Subexponentiality and infinite divisibility / rank | |||
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Latest revision as of 16:24, 30 May 2024
scientific article
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English | Explicit estimates for the asymptotics of subexponential infinitely divisible distribution functions |
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Explicit estimates for the asymptotics of subexponential infinitely divisible distribution functions (English)
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6 October 2001
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Let \(F(x)\) be an infinitely divisible distribution such that \(F(x)=0\) for \(x<0\), and let \(q(x)\) be the corresponding spectral function. In a special case, when \(q(x)\) has in a sense slow and regular decay, the author obtains order-sharp estimates on the rate of decay of the difference \(|1-F(x)-q(x)|\).
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asymptotics of the tails of infinitely divisible distributions
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