Kesten's bound for subexponential densities on the real line and its multi-dimensional analogues
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asymptotic behaviorconvolution tailheavy-tailed distributionlong-tail functionsubexponential densitytail-equivalence
Asymptotic behavior of solutions to PDEs (35B40) Probability distributions: general theory (60E05) Infinitely divisible distributions; stable distributions (60E07) Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Abstract: We study the tail asymptotic of sub-exponential probability densities on the real line. Namely, we show that the n-fold convolution of a sub-exponential probability density on the real line is asymptotically equivalent to this density times n. We prove Kesten's bound, which gives a uniform in n estimate of the n-fold convolution by the tail of the density. We also introduce a class of regular sub-exponential functions and use it to find an analogue of Kesten's bound for functions on . The results are applied for the study of the fundamental solution to a nonlocal heat-equation.
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Cites work
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Cited in
(13)- On directional convolution equivalent densities
- Accelerated front propagation for monostable equations with nonlocal diffusion: multidimensional case
- Subexponential densities of compound Poisson sums and the supremum of a random walk
- Fecundity regulation in a spatial birth-and-death process
- Exponential densities and compound Poisson measures
- Subexponentialiy of densities of infinitely divisible distributions
- Spatio-temporal dynamics of nonlocal dispersal systems in time-space periodic habitats
- Decay of resolvent kernels and Schrödinger eigenstates for Lévy operators
- Sharp rates of accelerating propagation for nonlocal dispersal cooperative systems
- Propagation dynamics for neural field equations in time-space periodic media
- Sharp rate of accelerating propagation in a nonlocal model arising in population dynamics
- Markov evolutions in spatial ecology: from microscopic dynamics to kinetics
- Subexponential densities of infinitely divisible distributions on the half-line
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