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This article is cited in 5 scientific papers (total in 5 papers)
Tauberian theorems and asymptotics of infinitely divisible
distributions in a cone
A. L. Yakymiv Steklov Mathematical Institute, Russian Academy of Sciences
Abstract:
This paper proves three multidimensional Tauberian theorems,
which we use to prove the asymptotics at infinity of infinitely divisible distributions
with support in a closed convex acute solid and homogeneous cone
in $R^n$.
Keywords:
regularly varying functions along a family of operators, completely admissible functions for a cone, infinitely divisible distributions, spectral Lévy measure.
Received: 05.12.2002
Citation:
A. L. Yakymiv, “Tauberian theorems and asymptotics of infinitely divisible
distributions in a cone”, Teor. Veroyatnost. i Primenen., 48:3 (2003), 487–502; Theory Probab. Appl., 48:3 (2004), 493–505
Linking options:
https://www.mathnet.ru/eng/tvp267https://doi.org/10.4213/tvp267 https://www.mathnet.ru/eng/tvp/v48/i3/p487
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Abstract page: | 380 | Full-text PDF : | 177 | References: | 70 |
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