Subexponential densities of infinitely divisible distributions on the half-line
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Publication:831328
DOI10.1007/S10986-020-09495-5zbMATH Open1468.60024OpenAlexW3085066608MaRDI QIDQ831328FDOQ831328
Authors: Toshiro Watanabe 
Publication date: 11 May 2021
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1912.08366
Recommendations
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51)
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Cited In (13)
- Subexponential densities of compound Poisson sums and the supremum of a random walk
- Infinite divisibility and generalized subexponentiality
- Local subexponentiality of infinitely divisibile distributions
- Subexponentialiy of densities of infinitely divisible distributions
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