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Teoriya Veroyatnostei i ee Primeneniya, 2002, Volume 47, Issue 1, Pages 80–89
DOI: https://doi.org/10.4213/tvp2995
(Mi tvp2995)
 

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
Full-text PDF (813 kB) Citations (3)
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
English version:
Theory of Probability and its Applications, 2003, Volume 47, Issue 1, Pages 114–122
DOI: https://doi.org/S0040585X97979469
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
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\by A.~L.~Yakymiv
\paper On the asymptotics of the density of an infinitely divisible distribution at infinity
\jour Teor. Veroyatnost. i Primenen.
\yr 2002
\vol 47
\issue 1
\pages 80--89
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\crossref{https://doi.org/10.4213/tvp2995}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1978697}
\zmath{https://zbmath.org/?q=an:1033.60010}
\transl
\jour Theory Probab. Appl.
\yr 2003
\vol 47
\issue 1
\pages 114--122
\crossref{https://doi.org/S0040585X97979469}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000183800400009}
Linking options:
  • https://www.mathnet.ru/eng/tvp2995
  • https://doi.org/10.4213/tvp2995
  • https://www.mathnet.ru/eng/tvp/v47/i1/p80
  • This publication is cited in the following 3 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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