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

zbMATH Open1221.62030MaRDI QIDQ3068280FDOQ3068280

Authors: A. A. Borovkov 

Publication date: 13 January 2011

Full work available at URL: https://eudml.org/doc/225234

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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)

Cited In (5)

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

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