Tauberian theorems, Chernoff inequality and the tail behavior of finite convolutions of distribution functions

DOI10.1006/aima.1995.1062zbMath0835.60011OpenAlexW2066593407MaRDI QIDQ1906988

Aimé Fuchs, Michel Broniatowski

Publication date: 20 February 1996

Published in: Advances in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/aima.1995.1062

zbMATH Keywords

infinitely divisible distributionsmoment generating functionChernoff inequalityTauberian resultsproblem of closure under convolution operationsrapidly varying at infinity

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characteristic functions; other transforms (60E10)

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