Kesten's bound for subexponential densities on the real line and its multi-dimensional analogues

DOI10.1017/apr.2018.18zbMath1443.60012arXiv1704.05829MaRDI QIDQ5215006

Dmitri L. Finkelshtein, Pasha Tkachov

Publication date: 5 February 2020

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.05829

zbMATH Keywords

asymptotic behavior; heavy-tailed distribution; subexponential density; convolution tail; long-tail function; tail-equivalence

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

60E15: Inequalities; stochastic orderings

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

60E05: Probability distributions: general theory

35B40: Asymptotic behavior of solutions to PDEs