Tail behaviors of semi-stable distributions

DOI10.1016/j.jmaa.2012.03.053zbMath1250.62026OpenAlexW1982594390MaRDI QIDQ432346

Kouji Yamamuro, Toshiro Watanabe

Publication date: 4 July 2012

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2012.03.053

zbMATH Keywords

dominated variationsharp tail estimates

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Statistics of extreme values; tail inference (62G32)

Related Items (4)

Asymptotic behavior of the generalized St. Petersburg sum conditioned on its maximum ⋮ Subexponential densities of infinitely divisible distributions on the half-line ⋮ Tail probabilities of St. Petersburg sums, trimmed sums, and their limit ⋮ Regularly log-periodic functions and some applications

Cites Work

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• Ratio of the tail of an infinitely divisible distribution on the line to that of its Lévy measure
• Tauberian theorems of exponential type
• Unimodality of infinitely divisible distribution functions of class L
• Some examples on unimodality of Lévy processes
• Time evolution in distributions of Lévy processes
• Sample function behavior of increasing processes of class \(L\)
• Infinite divisibility and generalized subexponentiality
• Last exit times for transient semistable processes
• Asymptotic Behavior of a Class of Infinitely Divisible Distributions
• Oscillation of modes of some semi-stable Lévy processes
• Criteria for recurrence and transience of semistable processes
• Convolution equivalence and infinite divisibility

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