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Subexponential Densities of Infinitely Divisible Distributions on the Half-Line
- 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.
- Subjects :
- 010104 statistics & probability
Pure mathematics
Number theory
Mathematics::Probability
General Mathematics
Ordinary differential equation
010102 general mathematics
Half line
Computer Science::Computational Complexity
0101 mathematics
Computer Science::Data Structures and Algorithms
01 natural sciences
Mathematics
Subjects
Details
- ISSN :
- 15738825 and 03631672
- Volume :
- 60
- Database :
- OpenAIRE
- Journal :
- Lithuanian Mathematical Journal
- Accession number :
- edsair.doi...........e301391db5fa9f750e7e59596ae7ef2e