On a strong Tauberian result

DOI10.1007/BF00534992zbMath0506.60008OpenAlexW2013725007MaRDI QIDQ4743487

Emmanuel Yashchin, Paul D. Feigin

Publication date: 1983

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00534992

zbMATH Keywords

extreme value distributionsconvolution kernelconvergence of densitiespositive stable law

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Probability distributions: general theory (60E05) Tauberian theorems (40E05)

Related Items

Non‐classical Tauberian and Abelian type criteria for the moment problem, On the Asymptotic Behaviour of Superexponential Lévy Processes, Light tails: all summands are large when the empirical mean is large, Tail behavior of random products and stochastic exponentials, A note on Rosenblatt distributions, Extremes of stochastic volatility models, Large-deviation probability and the local dimension of sets, Domains of attraction for exponential families.

Cites Work

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