Tail probability of random variable and Laplace transform

DOI10.1080/00036810410001724436zbMath1085.44002OpenAlexW2083339436MaRDI QIDQ5712026

Kenji Nakagawa

Publication date: 22 December 2005

Published in: Applicable Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00036810410001724436

zbMATH Keywords

tail probabilityLaplace-Stieltjes transformTauberian theoremexponential decay

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Laplace transform (44A10) Tauberian theorems (40E05) Limit theorems in probability theory (60F99)

Related Items (3)

Exponential decay of measures and Tauberian theorems ⋮ Dynamics of drainage under stochastic rainfall in river networks ⋮ Tail probability and singularity of Laplace-Stieltjes transform of a Pareto type random variable.

Cites Work

• A century of complex Tauberian theory
• On the Exponential Decay Rate of the Tail of a Discrete Probability Distribution

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