Ratio of the tail of an infinitely divisible distribution on the line to that of its Lévy measure (Q967717): Difference between revisions

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Two non-closure properties on the class of subexponential densities
description / endescription / en
scientific article
scientific article; zbMATH DE number 6796815
Property / title
 
Two non-closure properties on the class of subexponential densities (English)
Property / title: Two non-closure properties on the class of subexponential densities (English) / rank
 
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Property / zbMATH Open document ID
 
Property / zbMATH Open document ID: 1406.60025 / rank
 
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Property / DOI
 
Property / DOI: 10.1007/s10959-016-0672-x / rank
 
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Property / published in
 
Property / published in: Journal of Theoretical Probability / rank
 
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23 October 2017
Timestamp+2017-10-23T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / publication date: 23 October 2017 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60E05 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60G50 / rank
 
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Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6796815 / rank
 
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Property / zbMATH Keywords
 
subexponential densities
Property / zbMATH Keywords: subexponential densities / rank
 
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Property / zbMATH Keywords
 
local subexponentiality
Property / zbMATH Keywords: local subexponentiality / rank
 
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Property / zbMATH Keywords
 
convolution roots
Property / zbMATH Keywords: convolution roots / rank
 
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Property / zbMATH Keywords
 
asymptotic equivalence
Property / zbMATH Keywords: asymptotic equivalence / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / arXiv ID
 
Property / arXiv ID: 1505.06912 / rank
 
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Property / OpenAlex ID
 
Property / OpenAlex ID: W1707076444 / rank
 
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Property / cites work
 
Property / cites work: Asymptotics for sums of random variables with local subexponential behaviour / rank
 
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Property / cites work: Functions of probability measures / rank
 
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Property / cites work: Q3860550 / rank
 
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links / mardi / namelinks / mardi / name
 

Latest revision as of 15:15, 14 July 2024

scientific article; zbMATH DE number 6796815
  • Two non-closure properties on the class of subexponential densities
Language Label Description Also known as
English
Ratio of the tail of an infinitely divisible distribution on the line to that of its Lévy measure
scientific article; zbMATH DE number 6796815
  • Two non-closure properties on the class of subexponential densities

Statements

Ratio of the tail of an infinitely divisible distribution on the line to that of its Lévy measure (English)
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Two non-closure properties on the class of subexponential densities (English)
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30 April 2010
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23 October 2017
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infinite divisibility
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Lévy measure
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O-subexponentiality
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dominated variation
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exponential class
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subexponential densities
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local subexponentiality
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convolution roots
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asymptotic equivalence
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