Second-order asymptotic behavior of subexponential
Teoriâ veroâtnostej i ee primeneniâ, Tome 48 (2003) no. 4, pp. 793-800
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In this paper, a new way to obtain the rate of convergence for
subexponential infinitely divisible distributions is proposed.
Namely, for the subexponential infinitely divisible distribution function
$H(x)$ with the Lévy measure $\mu ,$ the estimate of difference
$$
1-H(x)-\mu((x,\infty))
$$
as $x\to\infty $ has been obtained.
Keywords:
infinitely divisible distributions, Lévy measure, subexponential distributions, dominated variation, $RO$-varying functions.
@article{TVP_2003_48_4_a8,
author = {A. Baltr\={u}nas and A. L. Yakymiv},
title = {Second-order asymptotic behavior of subexponential},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {793--800},
publisher = {mathdoc},
volume = {48},
number = {4},
year = {2003},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2003_48_4_a8/}
}
A. Baltrūnas; A. L. Yakymiv. Second-order asymptotic behavior of subexponential. Teoriâ veroâtnostej i ee primeneniâ, Tome 48 (2003) no. 4, pp. 793-800. http://geodesic.mathdoc.fr/item/TVP_2003_48_4_a8/