On a new Class of Tempered Stable Distributions: Moments and Regular Variation

DOI10.1239/jap/1354716655zbMath1269.60018arXiv1109.1028OpenAlexW2034010887MaRDI QIDQ4903040

Michael Grabchak

Publication date: 19 January 2013

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1109.1028

zbMATH Keywords

regular variationdomain of attractiontail behaviourtempered stable distributioninfinite divisible lawRosiński measure

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51)

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