Local subexponentiality and self-decomposability

DOI10.1007/s10959-009-0240-8zbMath1215.60014OpenAlexW2021014537MaRDI QIDQ616260

Kouji Yamamuro, Toshiro Watanabe

Publication date: 7 January 2011

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-009-0240-8

zbMATH Keywords

self-decomposabilityconvolution equivalencesupremum of a random walk

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Sums of independent random variables; random walks (60G50)

Related Items (17)

Subexponential densities of infinitely divisible distributions on the half-line ⋮ Second-order behaviour for self-decomposable distributions with two-sided regularly varying densities ⋮ On directional convolution equivalent densities ⋮ Closure properties of \(O\)-exponential distributions ⋮ SECOND ORDER SUBEXPONENTIALITY AND INFINITE DIVISIBILITY ⋮ Random walks with non-convolution equivalent increments and their applications ⋮ Small-time sharp bounds for kernels of convolution semigroups ⋮ The Wiener condition and the conjectures of Embrechts and Goldie ⋮ Asymptotic behavior for sums of non-identically distributed random variables ⋮ Subexponential densities of compound Poisson sums and the supremum of a random walk ⋮ Exponential densities and compound Poisson measures ⋮ Limiting behaviour of constrained sums of two variables and the principle of a single big jump ⋮ Subexponentialiy of densities of infinitely divisible distributions ⋮ Spatial asymptotics at infinity for heat kernels of integro-differential operators ⋮ Ratio of the tail of an infinitely divisible distribution on the line to that of its Lévy measure ⋮ On the almost decrease of a subexponential density ⋮ Embrechts-Goldie's problem on the class of lattice convolution equivalent distributions

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