On the asymptotics of the density of an infinitely divisible distribution at infinity
Teoriâ veroâtnostej i ee primeneniâ, Tome 47 (2002) no. 1, pp. 80-89
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In this paper the asymptotic properties at infinity of the density of an infinitely divisible distribution are studied in the case where an absolutely continuous component of the Lévy measure of this distribution varies dominantly at infinity. The presentation is given in terms of the so-called weak equivalence of functions which, in the case of weakly oscillating, and, in particular, the case of the density of an infinite divisible distribution regularly varying at infinity, coincides with ordinary equivalence.
Keywords:
infinitely divisible distributions, spectral Lévy measure, density of a distribution, weak equivalence of functions, regularly varying functions, weakly oscillating functions, dominated variation of functions.
@article{TVP_2002_47_1_a5,
author = {A. L. Yakymiv},
title = {On the asymptotics of the density of an infinitely divisible distribution at infinity},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {80--89},
year = {2002},
volume = {47},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2002_47_1_a5/}
}
A. L. Yakymiv. On the asymptotics of the density of an infinitely divisible distribution at infinity. Teoriâ veroâtnostej i ee primeneniâ, Tome 47 (2002) no. 1, pp. 80-89. http://geodesic.mathdoc.fr/item/TVP_2002_47_1_a5/