Subexponential Densities of Infinitely Divisible Distributions on the Half-Line

被引：0

作者：

Toshiro Watanabe

机构：

[1] The University of Aizu,Center for Mathematical Sciences

来源：

Lithuanian Mathematical Journal | 2020年 / 60卷

关键词：

subexponential density; local subexponentiality; infinite divisibility; Lévy measure; 60E07; 60G51;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

Abstract. We show that, under the long-tailedness of the densities of normalized Lévy measures, the densities of infinitely divisible distributions on the half-line are subexponential if and only if the densities of their normalized Lévy 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 Lévy measures are locally subexponential.

引用

页码：530 / 543

页数：13

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