Kesten's bound for subexponential densities on the real line and its multi-dimensional analogues
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Publication:5215006
DOI10.1017/apr.2018.18zbMath1443.60012arXiv1704.05829MaRDI QIDQ5215006
Dmitri L. Finkelshtein, Pasha Tkachov
Publication date: 5 February 2020
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1704.05829
asymptotic behavior; heavy-tailed distribution; subexponential density; convolution tail; long-tail function; tail-equivalence
60E07: Infinitely divisible distributions; stable distributions
60E15: Inequalities; stochastic orderings
62H05: Characterization and structure theory for multivariate probability distributions; copulas
60E05: Probability distributions: general theory
35B40: Asymptotic behavior of solutions to PDEs