Probabilistic Applications of Tauberian Theorems
Branching processesInfinitely divisible distributionsRandom A-permutationsRecord modelsTauberian theorems
Research exposition (monographs, survey articles) pertaining to sequences, series, summability (40-02) Tauberian theorems (40E05) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)
Despite the strong interest of probabilists in Tauberian theorems, no book devoted to this topic has been published yet. This monograph fills this gap. Introduction contains a short review of references of investigations and applications of Tauberian theorems. Multidimensional Tauberian theorems are discussed in the first chapter of the book. Regularly varying functions on a cone \(\Gamma \subseteq \mathbb{R} ^{n}\), a weak convergence of measures and functions, weakly oscillating functions are discussed in Sections 1.1, 1.2, and 1.4 of this chapter. Multidimensional expansions of the Tauberian theorem due to Karamata, the multidimensional Tauberian comparison theorem of Keldysh type as well as that of Littlewood type are presented in Sections 1.2 and 1.5. Section 1.6 contains several one-dimensional Tauberian theorems in case of an \(n\)-faced cone, a multidimensional Abelian theorem and several Tauberian theorems of Drozhzhinov-Zavyalov type are given in Sections 1.7 and 1.8 This chapter ends with a short additional remarks on problems dealt with in it. Tauberian theorems with remainder terms are not discussed, only the references are mentioned in Introduction. Chapters 2--5 contain the probabilistic applications of Tauberian theorems. Employing ordinary Tauberian theorems without remainder terms, the author obtains exact asymptotics of tail probabilities and densities \(g(t)\) as \( t\rightarrow \infty \) for infinitely divisible random vectors in Ch. 4. In Ch. 2 the asymptotic properties of branching processes are considered. One theorem is proved for a lower bounded branching process. The Bellman-Harris processes are analyzed in more detail. Namely, the asymptotic distribution of the number of particles at time \(t\), limit theorems for conditional finite-dimensional distributions, and the number of long-living particles as \(t\rightarrow \infty \) have been considered. Several limit theorems on random permutations the cycle length of which belong to the given set A are presented in Ch. 3. Ch. 5 contains limit theorems in the record models, i.e., the asymptotics of tail probabilities for intervals between state change times and for the so-called \(k\)th record times. The list of references contains 278 positions. Subject index is added as well. This book is a translation of the Russian version (2005; Zbl 1114.60002).
- Local limit theorems for one class of distributions in probabilistic combinatorics
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- On a problem of multidimensional Tauberian theory
- On the distribution of multiple power series regularly varying at the boundary point
- Limit Poisson law for the distribution of the number of components in generalized allocation scheme
- On the number of components of fixed size in a random \(A\)-mapping
- The index theorem of topological regular variation and its applications
- Tauberian and Abelian theorems for long-range dependent random fields
- Tauberian Korevaar
- Toward a copula theory for multivariate regular variation
- A characterization of the Gaussian distribution
- Nonprobabilistic infinitely divisible distributions: the Lévy-Khinchin representation, limit theorems
- Tauberian and Abelian theorems for rapidly decaying distributions and their applications to stable laws
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- Lamperti-type theorems for random fields
- On the order of random permutation with cycle weights
- Tauberian theory for multivariate regularly varying distributions with application to preferential attachment networks
- Some properties of regularly varying functions and series in the orthant
- Asymptotic analysis of the mean squared displacement under fractional memory kernels
- Asymptotics of values in dynamic games on large intervals
- A multidimensional Tauberian theorem for Laplace transforms of ultradistributions
- Abelian theorem for the regularly varying measure and its density in orthant
- Stochastic applications of Tauberian theorems
- Random mappings with constraints on the cycle lengths
- Limit behavior of order statistics on cycle lengths of random A-permutations
- Long-range dependence in third order and bispectrum singularity
- On random mappings with restrictions on sizes of components
- Annealed asymptotics for Brownian motion of renormalized potential in mobile random medium
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