Explicit estimates for the asymptotics of subexponential infinitely divisible distribution functions
type: Item
instance of: scholarly article
title: Explicit estimates for the asymptotics of subexponential infinitely divisible distribution functions
zbMATH Open document ID: 0970.60021
DOI: 10.1007/BF02686252
published in: Mathematical Notes
publication date: 2001-10-06T00:00:00Z
review text: Let \(F(x)\) be an infinitely divisible distribution such that \(F(x)=0\) for \(x<0\), and let \(q(x)\) be the corresponding spectral function. In a special case, when \(q(x)\) has in a sense slow and regular decay, the author obtains order-sharp estimates on the rate of decay of the difference \(|1-F(x)-q(x)|\).
Mathematics Subject Classification ID: 60E07
Mathematics Subject Classification ID: 60E15
zbMATH DE Number: 1517708
zbMATH Keywords: asymptotics of the tails of infinitely divisible distributions
author: A. L. Yakymiv
reviewed by: Alexander Ulanovskii
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1517708