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Comparing the tail of an infinitely divisible distribution with integrals of its Levy measure - MaRDI portal

Comparing the tail of an infinitely divisible distribution with integrals of its Levy measure (Q1152159)

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scientific article; zbMATH DE number 3720067
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English
Comparing the tail of an infinitely divisible distribution with integrals of its Levy measure
scientific article; zbMATH DE number 3720067

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    Comparing the tail of an infinitely divisible distribution with integrals of its Levy measure (English)
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    1981
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    generalised gamma convolutions
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    infinite divisibility
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    Levy measures
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    rapid variation
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    regular variation
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    subexponentiality
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    tails of probability distributions
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