Ratio of the tail of an infinitely divisible distribution on the line to that of its Lévy measure

DOI10.1214/EJP.v15-732zbMath1193.60023arXiv1505.06912MaRDI QIDQ967717

Publication date: 30 April 2010

Published in: Electronic Journal of Probability, Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.06912

zbMATH Keywords

Lévy measure; infinite divisibility; exponential class; asymptotic equivalence; dominated variation; local subexponentiality; convolution roots; O-subexponentiality; subexponential densities

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

60G50: Sums of independent random variables; random walks

60E05: Probability distributions: general theory

Related Items

Unnamed Item, Spatial asymptotics at infinity for heat kernels of integro-differential operators, Random convolution of O-exponential distributions, Randomly stopped sums with exponential-type distributions, A note on product-convolution for generalized subexponential distributions, Closure property of consistently varying random variables based on precise large deviation principles, Randomly stopped minima and maxima with exponential-type distributions, Exponential densities and compound Poisson measures, Subexponentialiy of densities of infinitely divisible distributions, Tempered stable distributions and processes, Sample paths of a Lévy process leading to first passage over high levels in finite time, Randomly stopped sums with consistently varying distributions, Some discussions on the local distribution classes, Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments, Asymptotic behavior of the ratio of tail probabilities of sum and maximum of independent random variables, On closure properties of heavy-tailed distributions for random sums, Tail behaviors of semi-stable distributions, Some properties of the exponential distribution class with applications to risk theory, Randomly stopped maximum and maximum of sums with consistently varying distributions, Random walks with non-convolution equivalent increments and their applications, Local subexponentiality and self-decomposability, On infinitely divisible distributions with light tails of Lévy measures, Subexponential densities of infinitely divisible distributions on the half-line, On asymptotic equivalence among the solutions of some defective renewal equations, Convolution and convolution-root properties of long-tailed distributions, Ratio of the tail of an infinitely divisible distribution on the line to that of its Lévy measure, Closure properties of \(O\)-exponential distributions, The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands, Asymptotics for the solutions to defective renewal equations, Two hypotheses on the exponential class in the class of \(O\)-subexponential infinitely divisible distributions, Some positive conclusions related to the Embrechts-Goldie conjecture, Embrechts-Goldie's problem on the class of lattice convolution equivalent distributions, On the closure under infinitely divisible distribution roots, On directional convolution equivalent densities, Tail behavior of supremum of a random walk when Cramér's condition fails, On the almost decrease of a subexponential density, On the random max-closure for heavy-tailed random variables, The Wiener condition and the conjectures of Embrechts and Goldie, Closure property and maximum of randomly weighted sums with heavy-tailed increments, The asymptotics of the clustering transition for random constraint satisfaction problems, Subexponential densities of compound Poisson sums and the supremum of a random walk

Cites Work