On infinitely divisible distributions with light tails of Lévy measures

DOI10.1016/J.SPL.2011.06.012zbMath1226.60023OpenAlexW2030023740MaRDI QIDQ643234

Michael Braverman

Publication date: 28 October 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.06.012

zbMATH Keywords

infinitely divisible distributionlight tail

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

Cites Work

• On suprema of Lévy processes with light tails
• Ratio of the tail of an infinitely divisible distribution on the line to that of its Lévy measure
• Characterization of a class of infinitely divisible distributions in Hilbert space
• Suprema of compound Poisson processes with light tails.

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