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

DOI10.1214/EJP.v15-732zbMath1193.60023arXiv1505.06912OpenAlexW1707076444MaRDI 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

Infinitely divisible distributions; stable distributions (60E07) Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05)

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Cites Work