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This article is cited in 3 scientific papers (total in 3 papers)
On the asymptotics of the density of an infinitely divisible distribution at infinity
A. L. Yakymiv Steklov Mathematical Institute, Russian Academy of Sciences
Abstract:
In this paper the asymptotic properties at infinity of the density of an infinitely divisible distribution are studied in the case where an absolutely continuous component of the Lévy measure of this distribution varies dominantly at infinity. The presentation is given in terms of the so-called weak equivalence of functions which, in the case of weakly oscillating, and, in particular, the case of the density of an infinite divisible distribution regularly varying at infinity, coincides with ordinary equivalence.
Keywords:
infinitely divisible distributions, spectral Lévy measure, density of a distribution, weak equivalence of functions, regularly varying functions, weakly oscillating functions, dominated variation of functions.
Received: 10.04.2000
Citation:
A. L. Yakymiv, “On the asymptotics of the density of an infinitely divisible distribution at infinity”, Teor. Veroyatnost. i Primenen., 47:1 (2002), 80–89; Theory Probab. Appl., 47:1 (2003), 114–122
Linking options:
https://www.mathnet.ru/eng/tvp2995https://doi.org/10.4213/tvp2995 https://www.mathnet.ru/eng/tvp/v47/i1/p80
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