Subexponential densities of infinitely divisible distributions on the half-line
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Publication:831328
DOI10.1007/S10986-020-09495-5zbMath1468.60024arXiv1912.08366OpenAlexW3085066608MaRDI QIDQ831328
Publication date: 11 May 2021
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1912.08366
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51)
Related Items (7)
A note on product-convolution for generalized subexponential distributions ⋮ Second-order behaviour for self-decomposable distributions with two-sided regularly varying densities ⋮ On directional convolution equivalent densities ⋮ SECOND ORDER SUBEXPONENTIALITY AND INFINITE DIVISIBILITY ⋮ Subexponential densities of compound Poisson sums and the supremum of a random walk ⋮ Exponential densities and compound Poisson measures ⋮ Subexponentialiy of densities of infinitely divisible distributions
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