Tauberian and Abelian theorems for rapidly decaying distributions and their applications to stable laws

MaRDI QIDQ3068280zbMATH OpenFDO

Authors A. A. Borovkov

Publication date 13 January 2011

Full work available at URL https://eudml.org/doc/225234, http://www.emis.de/journals/SMZ/2008/05/1007.html

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zbMATH Keywords

Cramer transformdensity asymptotics

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Asymptotic distribution theory in statistics (62E20) Tauberian theorems (40E05) Laplace transform (44A10)

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(5)

• Asymptotic variance of the self-intersections of stable random walks using Darboux-Wiener theory
• Simple random walk on the uniform infinite planar quadrangulation: Subdiffusivity via pioneer points
• Tauberian Results for Densities with Gaussian Tails
• Upper and lower bounds in exponential Tauberian theorems
• \(L^{p}\)-Tauberian theorems and \(L^{p}\)-rates for energy decay

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