Comparing the tail of an infinitely divisible distribution with integrals of its Levy measure (Q1152159)
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scientific article; zbMATH DE number 3720067
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| English | Comparing the tail of an infinitely divisible distribution with integrals of its Levy measure |
scientific article; zbMATH DE number 3720067 |
Statements
Comparing the tail of an infinitely divisible distribution with integrals of its Levy measure (English)
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1981
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generalised gamma convolutions
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infinite divisibility
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Levy measures
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rapid variation
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regular variation
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subexponentiality
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tails of probability distributions
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