|
Teoriya Veroyatnostei i ee Primeneniya, 1961, Volume 6, Issue 3, Pages 330–334
(Mi tvp4786)
|
|
|
|
This article is cited in 15 scientific papers (total in 15 papers)
Short Communications
On the Asymptotic Behavior of a Class of Infinitely Divisible Laws
V. M. Zolotarev Moscow
Abstract:
The parameters $\gamma,\sigma^2$ and the function $H(u)$ give in P. Levy's formula (1) a certain infinitely divisible law. The class $\mathfrak{H}^\beta$ forms those functions $H(u)$, which for large positive u can be represented in the form $H(u)=u^{-\beta}h(u)$, where $\beta\geq0$ and $h(ku)\sim h(u)$ when $u\to\infty$ for any constant $k > 0$.
Theorem 1 proves that for distribution functions of infinitely divisible laws $G(x,\gamma,\sigma^2,H)$, whose function $H$ belongs to one of the $\mathfrak{H}^\beta$, the following asymptotic representation holds true:
$$1-G(x,\gamma,\sigma^2,H)\sim-H(x).$$
In Theorem 2 for infinitely divisible laws $\{G_\alpha\}$ of a more restricted one-parameter family $\mathfrak{A}$ than considered in Theorem 1 ($\mathfrak{A}$ is defined in Section 7) the weak and uniform convergence of the functions $G_\alpha(x^{1/\alpha} )$ to the universal law $V(x)$ is proved.
Received: 05.05.1961
Citation:
V. M. Zolotarev, “On the Asymptotic Behavior of a Class of Infinitely Divisible Laws”, Teor. Veroyatnost. i Primenen., 6:3 (1961), 330–334; Theory Probab. Appl., 6:3 (1961), 304–307
Linking options:
https://www.mathnet.ru/eng/tvp4786 https://www.mathnet.ru/eng/tvp/v6/i3/p330
|
Statistics & downloads: |
Abstract page: | 138 | Full-text PDF : | 72 |
|