Subexponential densities of infinitely divisible distributions on the half-line
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Abstract: We show that, under the long-tailedness of the densities of normalized L'evy measures, the densities of infinitely divisible distributions on the half line are subexponential if and only if the densities of their normalized L'evy measures are subexponential. Moreover, we prove that, under a certain continuity assumption, the densities of infinitely divisible distributions on the half line are subexponential if and only if their normalized L'evy measures are locally subexponential.
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Cited in
(13)- Infinite divisibility and generalized subexponentiality
- Subexponentialiy of densities of infinitely divisible distributions
- Local subexponentiality and self-decomposability
- On directional convolution equivalent densities
- A note on product-convolution for generalized subexponential distributions
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- On the almost decrease of a subexponential density
- On the Lévy measure of the lognormal and the logCauchy distributions
- Local subexponentiality of infinitely divisibile distributions
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