SECOND ORDER SUBEXPONENTIALITY AND INFINITE DIVISIBILITY

DOI10.1017/S1446788720000208zbMath1487.60034arXiv2001.10671OpenAlexW3036132726MaRDI QIDQ5075728

Toshiro Watanabe

Publication date: 11 May 2022

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

Full work available at URL: https://arxiv.org/abs/2001.10671

zbMATH Keywords

infinite divisibilitysecond-order subexponentialitylocal subexponentiality

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50)

Related Items (1)

Subexponential densities of compound Poisson sums and the supremum of a random walk

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Local subexponentiality and self-decomposability
• Second order subexponential distributions with finite mean and their applications to subordinated distributions
• Subexponential densities of infinitely divisible distributions on the half-line
• Convolution equivalence and distributions of random sums
• Second order behaviour of the tail of a subordinated probability distribution
• Second order tail behaviour of a subordinated probability distribution
• Subexponential distributions and characterizations of related classes
• Functions of probability measures
• Asymptotics for sums of random variables with local subexponential behaviour
• On the Lévy measure of the lognormal and the logCauchy distributions
• On the almost decrease of a subexponential density
• Theory prob. appl.
• Subexponential distributions and integrated tails
• Subexponentiality and infinite divisibility
• Second Order Behaviour of Ruin Probabilities
• Convolution equivalence and infinite divisibility
• An Introduction to Heavy-Tailed and Subexponential Distributions

This page was built for publication: SECOND ORDER SUBEXPONENTIALITY AND INFINITE DIVISIBILITY