Local subexponentiality and self-decomposability
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Publication:616260
DOI10.1007/S10959-009-0240-8zbMATH Open1215.60014OpenAlexW2021014537MaRDI QIDQ616260FDOQ616260
Authors: Toshiro Watanabe, Kouji Yamamuro 
Publication date: 7 January 2011
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-009-0240-8
Recommendations
Infinitely divisible distributions; stable distributions (60E07) Sums of independent random variables; random walks (60G50)
Cites Work
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Cited In (20)
- Random walks with non-convolution equivalent increments and their applications
- Embrechts-Goldie's problem on the class of lattice convolution equivalent distributions
- Subexponential densities of infinitely divisible distributions on the half-line
- Subexponential densities of compound Poisson sums and the supremum of a random walk
- Local subexponentiality of infinitely divisibile distributions
- Properties of the random effect transformation
- Asymptotic behavior for sums of non-identically distributed random variables
- Subexponentialiy of densities of infinitely divisible distributions
- Second-order behaviour for self-decomposable distributions with two-sided regularly varying densities
- Spatial asymptotics at infinity for heat kernels of integro-differential operators
- Closure properties of \(O\)-exponential distributions
- On directional convolution equivalent densities
- On the almost decrease of a subexponential density
- Small-time sharp bounds for kernels of convolution semigroups
- The Wiener condition and the conjectures of Embrechts and Goldie
- Second order subexponentiality and infinite divisibility
- Exponential densities and compound Poisson measures
- Limiting behaviour of constrained sums of two variables and the principle of a single big jump
- Convolution closure properties of subexponential densities
- Ratio of the tail of an infinitely divisible distribution on the line to that of its Lévy measure
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