Asymptotic estimates of multi-dimensional stable densities and their applications

DOI10.1090/S0002-9947-07-04152-9zbMath1124.62063MaRDI QIDQ3425961

Toshiro Watanabe

Publication date: 7 March 2007

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

spectral measure; last exit time; stable sensity; transient Levy process

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

60G51: Processes with independent increments; Lévy processes

62H05: Characterization and structure theory for multivariate probability distributions; copulas

62M15: Inference from stochastic processes and spectral analysis

62M99: Inference from stochastic processes

60J45: Probabilistic potential theory

60G52: Stable stochastic processes

Related Items

Approximation of stable-dominated semigroups, Estimates of tempered stable densities, Integral representations of one-dimensional projections for multivariate stable densities

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