Ratio of the tail of an infinitely divisible distribution on the line to that of its Lev́y measure.

Watanabe, Toshiro; Yamamuro, Kouji

Electronic Journal of Probability [electronic only] (2010)

  • Volume: 15, page 44-74
  • ISSN: 1083-589X

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Watanabe, Toshiro, and Yamamuro, Kouji. "Ratio of the tail of an infinitely divisible distribution on the line to that of its Lev́y measure.." Electronic Journal of Probability [electronic only] 15 (2010): 44-74. <http://eudml.org/doc/225792>.

@article{Watanabe2010,
author = {Watanabe, Toshiro, Yamamuro, Kouji},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {infinite divisibility; Lev́y measure; O-subexponentiality; dominated variation; exponential class; Lévy measure},
language = {eng},
pages = {44-74},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Ratio of the tail of an infinitely divisible distribution on the line to that of its Lev́y measure.},
url = {http://eudml.org/doc/225792},
volume = {15},
year = {2010},
}

TY - JOUR
AU - Watanabe, Toshiro
AU - Yamamuro, Kouji
TI - Ratio of the tail of an infinitely divisible distribution on the line to that of its Lev́y measure.
JO - Electronic Journal of Probability [electronic only]
PY - 2010
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 15
SP - 44
EP - 74
LA - eng
KW - infinite divisibility; Lev́y measure; O-subexponentiality; dominated variation; exponential class; Lévy measure
UR - http://eudml.org/doc/225792
ER -

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