Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


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
English version:
Theory of Probability and its Applications, 1961, Volume 6, Issue 3, Pages 304–307
DOI: https://doi.org/10.1137/1106039
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Zol61}
\by V.~M.~Zolotarev
\paper On the Asymptotic Behavior of a Class of Infinitely Divisible Laws
\jour Teor. Veroyatnost. i Primenen.
\yr 1961
\vol 6
\issue 3
\pages 330--334
\mathnet{http://mi.mathnet.ru/tvp4786}
\transl
\jour Theory Probab. Appl.
\yr 1961
\vol 6
\issue 3
\pages 304--307
\crossref{https://doi.org/10.1137/1106039}
Linking options:
  • https://www.mathnet.ru/eng/tvp4786
  • https://www.mathnet.ru/eng/tvp/v6/i3/p330
  • This publication is cited in the following 15 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
    Statistics & downloads:
    Abstract page:138
    Full-text PDF :72
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024