Tails of Le´vy Measure of Geometric Stable Random Variables

被引：0
|
作者：
Tomasz J. Kozubowski
Krzysztof Podgo´rski
Gennady Samorodnitsky
机构：
[1] University of Tennessee,Department of Mathematics
[2] IUPUI,Department of Mathematical Sciences
[3] Cornell University,School of Operational Research and Industrial Engineering
来源：
Extremes | 1999年 / 1卷 / 3期
关键词：
geometric stable distribution; stable distribution; Le´vy measure; tails of Le´vy measure; random sums; infinitely divisible laws; series representation; rate of convergence;
D O I：
10.1023/A:1009994120252
中图分类号：
学科分类号：
摘要：
We establish precise logarithmic asymptotics around the origin for the Le´vy measure of geometric stable (GS) random variables. This implies, in particular, exponential rate of convergence in series representation of GS random variables.
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页码：367 / 378
页数：11
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