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

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 -