Asymptotics of infinitely divisible distributions on R

DOI10.1007/BF00971156MaRDI QIDQ751007zbMATH OpenFDO

Authors M. S. Sgibnev

Publication date 1990

Published in Siberian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00971156

zbMATH Keywords

infinitely divisible distributionLevy's spectral measure

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

Review text

See the review in Zbl 0703.60010.

Cites work

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Cited in

(16)

• Some positive conclusions related to the Embrechts-Goldie conjecture
• On the closure under infinitely divisible distribution roots
• On directional convolution equivalent densities
• Infinite divisibility and generalized subexponentiality
• scientific article; zbMATH DE number 4153565 (Why is no real title available?)
• A NOTE ON THE CLOSURE OF CONVOLUTION POWER MIXTURES (RANDOM SUMS) OF EXPONENTIAL DISTRIBUTIONS
• scientific article; zbMATH DE number 4040911 (Why is no real title available?)
• Spatial asymptotics at infinity for heat kernels of integro-differential operators
• Convolution equivalence and infinite divisibility
• Kesten's bound for subexponential densities on the real line and its multi-dimensional analogues
• Random walks with non-convolution equivalent increments and their applications
• Tail dependence coefficients of moving average processes driven by exponential-tailed Lévy noise
• Thorin processes and their subordination
• Positively decreasing and related distributions under dependence
• Convolution equivalence and distributions of random sums
• Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications

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