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

DOI10.1214/aop/1176994419zbMath0459.60017OpenAlexW2086425497MaRDI QIDQ1152159

Charles M. Goldie, Paul Embrechts

Publication date: 1981

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176994419

zbMATH Keywords

regular variationinfinite divisibilitysubexponentialityrapid variationLevy measuresgeneralised gamma convolutionstails of probability distributions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

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