Comparing the tail of an infinitely divisible distribution with integrals of its Levy measure (Q1152159): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 02:23, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Comparing the tail of an infinitely divisible distribution with integrals of its Levy measure |
scientific article |
Statements
Comparing the tail of an infinitely divisible distribution with integrals of its Levy measure (English)
0 references
1981
0 references
generalised gamma convolutions
0 references
infinite divisibility
0 references
Levy measures
0 references
rapid variation
0 references
regular variation
0 references
subexponentiality
0 references
tails of probability distributions
0 references