Kesten's bound for subexponential densities on the real line and its multi-dimensional analogues

DOI10.1017/apr.2018.18zbMath1443.60012arXiv1704.05829OpenAlexW2962832558WikidataQ129459958 ScholiaQ129459958MaRDI QIDQ5215006

Dmitri L. Finkelshtein, Pasha Tkachov

Publication date: 5 February 2020

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.05829

zbMATH Keywords

asymptotic behaviorheavy-tailed distributionsubexponential densityconvolution taillong-tail functiontail-equivalence

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Asymptotic behavior of solutions to PDEs (35B40)

Related Items (8)

Subexponential densities of infinitely divisible distributions on the half-line ⋮ On directional convolution equivalent densities ⋮ Subexponential densities of compound Poisson sums and the supremum of a random walk ⋮ Exponential densities and compound Poisson measures ⋮ Subexponentialiy of densities of infinitely divisible distributions ⋮ Accelerated front propagation for monostable equations with nonlocal diffusion: multidimensional case ⋮ Fecundity regulation in a spatial birth-and-death process ⋮ Markov evolutions in spatial ecology: from microscopic dynamics to kinetics

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