On directional convolution equivalent densities
DOI10.1214/22-EJP790zbMath1498.60058arXiv2109.06336OpenAlexW3201010356MaRDI QIDQ2144337
Daniel Ponikowski, Kamil Kaleta
Publication date: 13 June 2022
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2109.06336
coneinfinitely divisible distributionLévy processexponential decaysubexponential distributionspatial asymptoticsrandom summultivariate densitycompound Poisson measureisotropic unimodal distributionalmost radial decreasing function
Processes with independent increments; Lévy processes (60G51) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05) Functions of several variables (26B99)
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