Exponential densities and compound Poisson measures
DOI10.1002/mana.202200271zbMath1530.60014arXiv2206.02258OpenAlexW4381513373MaRDI QIDQ6144867
Publication date: 8 January 2024
Published in: Mathematische Nachrichten (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2206.02258
asymptoticsexponential decayWright functionmultivariate densitycompound Poisson measureradial decreasing functionsubexponential and convolution equivalent distribution
Processes with independent increments; Lévy processes (60G51) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05) Integral operators (47G10) Functions of several variables (26B99)
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