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Teoriya Veroyatnostei i ee Primeneniya, 2003, Volume 48, Issue 4, Pages 793–800
DOI: https://doi.org/10.4213/tvp257 (Mi tvp257) 		 
This article is cited in 1 scientific paper (total in 1 paper)

Short Communications

Second-order asymptotic behavior of subexponential infinitely divisible distributions

A. Baltrūnasa, A. L. Yakymivb

a Institute of Mathematics and Informatics
b Steklov Mathematical Institute, Russian Academy of Sciences
Full-text PDF (685 kB) Citations (1)
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DOI: https://doi.org/10.4213/tvp257
Abstract: In this paper, a new way to obtain the rate of convergence for subexponential infinitely divisible distributions is proposed. Namely, for the subexponential infinitely divisible distribution function $H(x)$ with the Lévy measure $\mu ,$ the estimate of difference
$$ 1-H(x)-\mu((x,\infty)) $$
as $x\to\infty $ has been obtained.
Keywords: infinitely divisible distributions, Lévy measure, subexponential distributions, dominated variation, $RO$-varying functions.
Received: 30.01.2002
English version:
Theory of Probability and its Applications, 2004, Volume 48, Issue 4, Pages 703–710
DOI: https://doi.org/10.1137/S0040585X97980762
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. Baltrūnas, A. L. Yakymiv, “Second-order asymptotic behavior of subexponential infinitely divisible distributions”, Teor. Veroyatnost. i Primenen., 48:4 (2003), 793–800; Theory Probab. Appl., 48:4 (2004), 703–710
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/tvp/v48/i4/p793
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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