Tauberian Results for Densities with Gaussian Tails

DOI10.1112/jlms/51.2.383zbMath0821.60025OpenAlexW2163926278MaRDI QIDQ4842052

Claudia Klüppelberg, Ulrich Stadtmüller, August A. Balkema

Publication date: 18 September 1995

Published in: Journal of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/20.500.11850/422861

zbMATH Keywords

Laplace transformasymptotic normalityTauberian theoremEsscher transformlogconcave densitymoment generating functionsAbelian theoremduality relation for convex functions

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Laplace transform (44A10) (L^p)-limit theorems (60F25)

Related Items (8)

Spectral expansions of non-self-adjoint generalized Laguerre semigroups ⋮ Non‐classical Tauberian and Abelian type criteria for the moment problem ⋮ On the Asymptotic Behaviour of Superexponential Lévy Processes ⋮ LARGE-LOSS BEHAVIOR OF CONDITIONAL MEAN RISK SHARING ⋮ The log-Lévy moment problem via Berg–Urbanik semigroups ⋮ On lower tail probabilities of positive random sums ⋮ Domains of attraction for exponential families. ⋮ Sampling at subexponential times, with queueing applications

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