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Subexponential Densities of Infinitely Divisible Distributions on the Half-Line

Authors :
Toshiro Watanabe
Source :
Lithuanian Mathematical Journal. 60:530-543
Publication Year :
2020
Publisher :
Springer Science and Business Media LLC, 2020.

Abstract

We show that, under the long-tailedness of the densities of normalized Levy measures, the densities of infinitely divisible distributions on the half-line are subexponential if and only if the densities of their normalized Levy measures are subexponential. Moreover, we prove that, under a certain continuity assumption, the densities of infinitely divisible distributions on the half-line are subexponential if and only if their normalized Levy measures are locally subexponential.

Details

ISSN :
15738825 and 03631672
Volume :
60
Database :
OpenAIRE
Journal :
Lithuanian Mathematical Journal
Accession number :
edsair.doi...........e301391db5fa9f750e7e59596ae7ef2e